+28.4%
ISRG vs PCAR
+108.5%
-80.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.2% |
| 7D | +4.4% | +2.2% | +2.2% | +3.7% |
| 30D | +15.8% | -4.4% | +20.2% | +17.6% |
| 3M | +24.9% | -21.4% | +46.3% | +36.6% |
| 6M | +3.8% | -7.3% | +11.1% | +6.0% |
| YTD | -17.3% | -3.8% | -13.5% | -17.4% |
| 1Y | -14.6% | +6.3% | -20.9% | -18.2% |
| 3Y | +68.2% | +34.4% | +33.8% | +37.3% |
| 5Y | +28.4% | +109.2% | -80.8% | -22.0% |
| All | +28.4% | +108.5% | -80.1% | -22.0% |
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 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