+15.8%
ISRG vs PBR
+96.2%
-80.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -4.6% |
| 7D | -5.2% | +2.5% | -7.6% | -5.2% |
| 30D | -7.6% | +19.4% | -26.9% | -8.1% |
| 3M | -16.4% | +20.8% | -37.1% | -17.0% |
| 6M | -28.6% | +23.5% | -52.0% | -29.9% |
| YTD | -38.2% | +83.4% | -121.6% | -42.5% |
| 1Y | -25.5% | +77.6% | -103.1% | -30.6% |
| All | +15.8% | +96.2% | -80.4% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling