+521.5%
ISRG vs PEP
+82.4%
+439.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +4.4% | +6.7% | -2.3% | +1.0% |
| 30D | +15.8% | +13.5% | +2.2% | +8.3% |
| 3M | +24.9% | +3.9% | +20.9% | +22.1% |
| 6M | +3.8% | -6.0% | +9.8% | +7.0% |
| YTD | -17.3% | +2.5% | -19.7% | -19.4% |
| 1Y | -14.6% | +3.9% | -18.5% | -17.6% |
| 3Y | +68.2% | -4.7% | +72.9% | +65.2% |
| 5Y | +28.4% | +1.1% | +27.3% | +21.0% |
| All | +521.5% | +82.4% | +439.2% | +350.1% |
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