+550.7%
ISRG vs PEP
+90.5%
+460.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | +1.1% | -7.8% | -7.3% |
| 30D | +5.1% | +13.6% | -8.5% | -1.6% |
| 3M | +12.0% | +5.1% | +6.9% | +8.9% |
| 6M | +7.0% | -1.6% | +8.6% | +7.6% |
| YTD | -20.6% | +3.3% | -24.0% | -23.0% |
| 1Y | -21.4% | +3.2% | -24.7% | -23.8% |
| 3Y | +62.0% | -3.9% | +65.9% | +58.5% |
| 5Y | +28.1% | +4.0% | +24.1% | +18.8% |
| 10Y | +550.7% | +90.1% | +460.6% | +385.0% |
| All | +550.7% | +90.5% | +460.2% | +385.0% |
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