+63.3%
ISRG vs PHM
+64.3%
-1.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.9% |
| 7D | +4.8% | +6.2% | -1.4% | +3.3% |
| 30D | +9.2% | +17.9% | -8.7% | +5.0% |
| 3M | +21.2% | +2.5% | +18.7% | +20.2% |
| 6M | +0.2% | +10.8% | -10.6% | -2.3% |
| YTD | -20.1% | +13.7% | -33.8% | -23.0% |
| 1Y | -17.3% | +12.4% | -29.7% | -20.2% |
| 3Y | +63.3% | +65.6% | -2.3% | +33.1% |
| All | +63.3% | +64.3% | -1.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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