-14.5%
ISRG vs PEP
+4.3%
-18.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +4.4% | +6.7% | -2.3% | +3.1% |
| 30D | +15.8% | +13.5% | +2.2% | +13.1% |
| 3M | +24.9% | +3.9% | +20.9% | +24.1% |
| 6M | +3.8% | -6.0% | +9.8% | +1.8% |
| YTD | -17.3% | +2.5% | -19.7% | -14.1% |
| All | -14.5% | +4.3% | -18.7% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling