+23.9%
ISRG vs PH
+209.1%
-185.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.4% |
| 7D | -6.1% | +7.4% | -13.5% | -9.3% |
| 30D | +4.2% | +0.5% | +3.7% | +3.3% |
| 3M | +9.6% | -10.2% | +19.9% | +14.7% |
| 6M | +1.9% | +8.9% | -7.1% | -3.9% |
| YTD | -22.3% | +9.7% | -32.0% | -27.7% |
| 1Y | -23.2% | +12.8% | -36.0% | -29.6% |
| 3Y | +58.5% | +134.6% | -76.1% | -6.7% |
| 5Y | +23.9% | +204.5% | -180.6% | -43.3% |
| All | +23.9% | +209.1% | -185.1% | -43.3% |
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