+69.0%
ISRG vs PEP
-3.9%
+72.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +4.4% | +6.7% | -2.3% | +3.6% |
| 30D | +15.8% | +13.5% | +2.2% | +14.1% |
| 3M | +24.9% | +3.9% | +20.9% | +24.3% |
| 6M | +3.8% | -6.0% | +9.8% | +3.7% |
| YTD | -17.3% | +2.5% | -19.7% | -17.6% |
| 1Y | -14.6% | +3.9% | -18.5% | -15.0% |
| All | +69.0% | -3.9% | +72.9% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling