+11,087.5%
ISRG vs PBR
+1,797.5%
+9,289.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -1.6% | +8.6% | -10.2% | -3.4% |
| 30D | -2.3% | +12.8% | -15.1% | -5.0% |
| 3M | -12.4% | +14.7% | -27.1% | -15.6% |
| 6M | -26.8% | +25.2% | -52.0% | -31.4% |
| YTD | -35.3% | +77.1% | -112.4% | -44.1% |
| 1Y | -19.3% | +69.6% | -88.9% | -29.8% |
| 3Y | +18.1% | +95.6% | -77.4% | -2.6% |
| 5Y | +2.6% | +501.8% | -499.1% | -38.6% |
| 10Y | +379.4% | +640.6% | -261.1% | +133.8% |
| All | +11,087.5% | +1,797.5% | +9,289.9% | +2,787.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling