+23.9%
ISRG vs PEG
+33.6%
-9.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +4.8% | -2.3% | +7.1% | +5.8% |
| 30D | +9.2% | +1.2% | +8.0% | +8.6% |
| 3M | +21.2% | -2.4% | +23.5% | +22.1% |
| 6M | +0.2% | -6.9% | +7.1% | +3.1% |
| YTD | -20.1% | -7.2% | -12.8% | -18.1% |
| 1Y | -17.3% | -8.9% | -8.5% | -14.6% |
| 3Y | +63.3% | +27.1% | +36.2% | +39.2% |
| All | +23.9% | +33.6% | -9.7% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling