+63.3%
ISRG vs PCOR
+43.8%
+19.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +4.8% | +22.7% | -17.9% | -0.8% |
| 30D | +9.2% | +37.5% | -28.2% | +0.4% |
| 3M | +21.2% | +35.2% | -14.0% | +11.4% |
| 6M | +0.2% | +42.2% | -42.0% | -9.8% |
| YTD | -20.1% | +3.6% | -23.6% | -22.6% |
| 1Y | -17.3% | -4.8% | -12.6% | -18.1% |
| 3Y | +63.3% | +48.3% | +15.0% | +41.0% |
| All | +63.3% | +43.8% | +19.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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