+2.0%
ISRG vs PH
+254.3%
-252.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.6% | -3.1% | +1.5% | -0.1% |
| 30D | -2.3% | -3.2% | +1.0% | -1.0% |
| 3M | -12.4% | +10.6% | -23.0% | -17.3% |
| 6M | -26.8% | -2.1% | -24.7% | -26.9% |
| YTD | -35.3% | +10.2% | -45.4% | -39.3% |
| 1Y | -19.3% | +28.2% | -47.5% | -30.6% |
| 3Y | +18.1% | +134.9% | -116.7% | -29.2% |
| All | +2.0% | +254.3% | -252.3% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling