+817.5%
ISRG vs P
+449.6%
+367.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -16.4% | +13.6% | +0.5% |
| 7D | +4.4% | -31.9% | +36.3% | +12.3% |
| 30D | +15.8% | -36.5% | +52.3% | +25.7% |
| 3M | +24.9% | +11.6% | +13.3% | +19.2% |
| 6M | +3.8% | +25.2% | -21.4% | -5.8% |
| YTD | -17.3% | +39.4% | -56.7% | -27.6% |
| 1Y | -14.6% | -3.7% | -10.9% | -19.9% |
| 3Y | +68.2% | +167.3% | -99.1% | +13.2% |
| 5Y | +28.4% | +237.3% | -208.9% | -20.7% |
| 10Y | +528.0% | +698.6% | -170.6% | +228.8% |
| All | +817.5% | +449.6% | +367.8% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling