+374.7%
ISRG vs PBR
+703.7%
-329.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.1% | +1.7% |
| 7D | -2.5% | +4.2% | -6.8% | -3.2% |
| 30D | -10.2% | +22.7% | -32.9% | -13.2% |
| 3M | -12.5% | +21.5% | -34.0% | -15.7% |
| 6M | -25.8% | +24.0% | -49.8% | -29.1% |
| YTD | -36.4% | +88.2% | -124.6% | -43.7% |
| 1Y | -19.9% | +74.8% | -94.7% | -28.4% |
| 3Y | +20.9% | +105.1% | -84.3% | +3.3% |
| 5Y | +5.7% | +572.2% | -566.6% | -31.8% |
| All | +374.7% | +703.7% | -329.0% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling