-14.6%
ISRG vs LUMN
-62.6%
+48.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.0% | +8.1% | -2.6% |
| 7D | +4.4% | -16.9% | +21.3% | +4.7% |
| 30D | +15.8% | -32.7% | +48.4% | +16.6% |
| 3M | +24.9% | -34.5% | +59.4% | +25.9% |
| 6M | +3.8% | -56.9% | +60.7% | +5.7% |
| YTD | -17.3% | -48.8% | +31.5% | -17.7% |
| 1Y | -14.6% | -63.4% | +48.8% | -13.7% |
| All | -14.6% | -62.6% | +48.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling