+500.7%
ISRG vs PEP
+80.6%
+420.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.9% |
| 7D | +4.8% | +2.9% | +1.9% | +3.4% |
| 30D | +9.2% | +14.2% | -5.0% | +1.9% |
| 3M | +21.2% | +3.2% | +18.0% | +18.9% |
| 6M | +0.2% | -7.4% | +7.7% | +4.1% |
| YTD | -20.1% | +1.5% | -21.5% | -21.7% |
| 1Y | -17.3% | +3.9% | -21.2% | -20.2% |
| 3Y | +63.3% | -5.5% | +68.8% | +61.2% |
| 5Y | +24.1% | +0.1% | +23.9% | +17.5% |
| All | +500.7% | +80.6% | +420.0% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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