+63.3%
ISRG vs PCAR
+31.0%
+32.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.9% |
| 30D | +9.2% | -4.6% | +13.8% | +10.8% |
| 3M | +21.2% | -22.6% | +43.7% | +30.8% |
| 6M | +0.2% | -12.0% | +12.2% | +3.6% |
| YTD | -20.1% | -6.1% | -14.0% | -19.6% |
| 1Y | -17.3% | +6.3% | -23.7% | -20.2% |
| 3Y | +63.3% | +31.8% | +31.5% | +28.0% |
| All | +63.3% | +31.0% | +32.3% | +28.0% |
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 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