+69.0%
ISRG vs PCAR
+34.2%
+34.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.3% |
| 7D | +4.4% | +2.2% | +2.2% | +3.8% |
| 30D | +15.8% | -4.4% | +20.2% | +17.2% |
| 3M | +24.9% | -21.4% | +46.3% | +34.1% |
| 6M | +3.8% | -7.3% | +11.1% | +5.5% |
| YTD | -17.3% | -3.8% | -13.5% | -17.4% |
| 1Y | -14.6% | +6.3% | -20.9% | -17.6% |
| All | +69.0% | +34.2% | +34.7% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling