-17.3%
ISRG vs PEP
+3.3%
-20.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | +4.8% | +2.9% | +1.9% | +4.2% |
| 30D | +9.2% | +14.2% | -5.0% | +6.7% |
| 3M | +21.2% | +3.2% | +18.0% | +20.7% |
| 6M | +0.2% | -7.4% | +7.7% | -1.6% |
| YTD | -20.1% | +1.5% | -21.5% | -16.8% |
| 1Y | -17.3% | +3.9% | -21.2% | -12.2% |
| All | -17.3% | +3.3% | -20.6% | -12.2% |
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 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