-10.5%
ISRG vs PCAR
+12.4%
-22.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.0% | +5.3% | +8.3% |
| 7D | +8.5% | +3.7% | +4.9% | +7.6% |
| 30D | +18.6% | -2.9% | +21.5% | +19.1% |
| 3M | +30.9% | -21.7% | +52.6% | +38.7% |
| 6M | +6.6% | -6.6% | +13.2% | +7.1% |
| YTD | -14.9% | -2.2% | -12.6% | -16.9% |
| 1Y | -10.5% | +12.2% | -22.8% | -16.0% |
| All | -10.5% | +12.4% | -22.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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