+63.3%
ISRG vs PH
+135.3%
-72.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.2% | -4.4% |
| 7D | +4.8% | +2.0% | +2.8% | +3.7% |
| 30D | +9.2% | -3.7% | +12.9% | +10.3% |
| 3M | +21.2% | -14.0% | +35.2% | +28.1% |
| 6M | +0.2% | +2.1% | -1.9% | -2.2% |
| YTD | -20.1% | +5.1% | -25.1% | -23.7% |
| 1Y | -17.3% | +10.9% | -28.3% | -23.2% |
| 3Y | +63.3% | +132.9% | -69.6% | +6.0% |
| All | +63.3% | +135.3% | -72.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling