+536.3%
ISRG vs PEG
+155.4%
+380.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.1% |
| 7D | +5.4% | +0.9% | +4.5% | +5.0% |
| 30D | +8.6% | +3.8% | +4.8% | +6.5% |
| 3M | +21.6% | +0.1% | +21.5% | +21.1% |
| 6M | +2.3% | -1.0% | +3.3% | +2.4% |
| YTD | -18.7% | -4.1% | -14.6% | -17.8% |
| 1Y | -17.8% | -6.9% | -10.9% | -15.7% |
| 3Y | +69.1% | +35.6% | +33.4% | +39.0% |
| 5Y | +26.5% | +42.8% | -16.3% | +0.2% |
| 10Y | +536.3% | +160.2% | +376.1% | +284.1% |
| All | +536.3% | +155.4% | +380.8% | +284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling