+356.0%
ISRG vs PH
+794.6%
-438.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | -7.6% | -10.8% | +3.2% | -2.3% |
| 3M | -16.4% | +8.5% | -24.8% | -20.1% |
| 6M | -28.6% | +3.9% | -32.5% | -30.7% |
| YTD | -38.2% | +9.4% | -47.6% | -41.7% |
| 1Y | -25.5% | +26.8% | -52.3% | -35.1% |
| 3Y | +17.4% | +140.8% | -123.4% | -27.9% |
| 5Y | -3.0% | +253.8% | -256.8% | -52.0% |
| 10Y | +356.0% | +792.3% | -436.4% | +50.8% |
| All | +356.0% | +794.6% | -438.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PH 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling