+23.9%
ISRG vs PCAR
+101.4%
-77.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.4% |
| 7D | +4.8% | +0.1% | +4.7% | +4.9% |
| 30D | +9.2% | -4.6% | +13.8% | +11.2% |
| 3M | +21.2% | -22.6% | +43.7% | +33.4% |
| 6M | +0.2% | -12.0% | +12.2% | +4.5% |
| YTD | -20.1% | -6.1% | -14.0% | -19.4% |
| 1Y | -17.3% | +6.3% | -23.7% | -20.9% |
| 3Y | +63.3% | +31.8% | +31.5% | +34.2% |
| All | +23.9% | +101.4% | -77.5% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling