+25.5%
ISRG vs OVV
+107.0%
-81.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -2.0% | +8.0% | -10.1% | -3.3% |
| 30D | +5.6% | -2.0% | +7.6% | +5.6% |
| 3M | +10.5% | +5.4% | +5.1% | +9.1% |
| 6M | +2.6% | +14.3% | -11.7% | -0.8% |
| YTD | -21.7% | +69.4% | -91.1% | -30.9% |
| 1Y | -21.6% | +72.4% | -93.9% | -31.1% |
| 3Y | +57.0% | +58.4% | -1.3% | +36.3% |
| All | +25.5% | +107.0% | -81.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 5y: compounded portfolio wealth divided by compounded OVV 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…
5y analysis · Full analysis span regression · 6 months rolling