+56.9%
ISRG vs PL
+28.1%
+28.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.4% | -13.7% | -4.3% |
| 7D | +4.8% | -6.8% | +11.6% | +5.3% |
| 30D | +9.2% | -29.3% | +38.5% | +12.4% |
| 3M | +21.2% | -44.8% | +65.9% | +27.2% |
| 6M | +0.2% | -68.4% | +68.6% | +9.4% |
| YTD | -20.1% | -36.4% | +16.3% | -21.0% |
| 1Y | -17.3% | +0.7% | -18.1% | -23.5% |
| 3Y | +63.3% | +455.3% | -392.0% | +8.1% |
| 5Y | +24.1% | +22.7% | +1.4% | -5.5% |
| All | +56.9% | +28.1% | +28.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling