+26.5%
ISRG vs P
+256.2%
-229.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +0.7% |
| 7D | +5.4% | -9.6% | +15.0% | +6.8% |
| 30D | +8.6% | -33.4% | +42.1% | +15.4% |
| 3M | +21.6% | +14.2% | +7.4% | +16.3% |
| 6M | +2.3% | +31.6% | -29.2% | -6.7% |
| YTD | -18.7% | +53.5% | -72.2% | -29.2% |
| 1Y | -17.8% | +14.2% | -31.9% | -24.7% |
| 3Y | +69.1% | +190.5% | -121.4% | +7.7% |
| 5Y | +26.5% | +256.3% | -229.9% | -28.2% |
| All | +26.5% | +256.2% | -229.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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