-25.5%
ISRG vs PBF
+176.6%
-202.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -4.4% |
| 7D | -5.2% | +2.4% | -7.5% | -5.1% |
| 30D | -7.6% | +24.9% | -32.4% | -6.9% |
| 3M | -16.4% | +81.9% | -98.2% | -15.2% |
| 6M | -28.6% | +79.4% | -107.9% | -27.7% |
| YTD | -38.2% | +188.3% | -226.5% | -40.8% |
| 1Y | -25.5% | +177.3% | -202.8% | -30.2% |
| All | -25.5% | +176.6% | -202.1% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling