+356.0%
ISRG vs PBF
+354.3%
+1.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -4.8% |
| 7D | -5.2% | +2.4% | -7.5% | -5.4% |
| 30D | -7.6% | +24.9% | -32.4% | -9.6% |
| 3M | -16.4% | +81.9% | -98.2% | -21.8% |
| 6M | -28.6% | +79.4% | -107.9% | -33.7% |
| YTD | -38.2% | +188.3% | -226.5% | -45.9% |
| 1Y | -25.5% | +177.3% | -202.8% | -34.8% |
| 3Y | +17.4% | +56.0% | -38.6% | +6.4% |
| 5Y | -3.0% | +804.0% | -807.0% | -31.6% |
| 10Y | +356.0% | +334.1% | +21.9% | +234.6% |
| All | +356.0% | +354.3% | +1.7% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PBF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling