+69.0%
ISRG vs PL
+403.1%
-334.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -10.1% | +7.3% | -2.3% |
| 7D | +4.4% | -20.5% | +24.9% | +5.6% |
| 30D | +15.8% | -38.8% | +54.5% | +18.7% |
| 3M | +24.9% | -49.1% | +74.0% | +29.2% |
| 6M | +3.8% | -69.4% | +73.2% | +9.6% |
| YTD | -17.3% | -42.3% | +25.1% | -17.9% |
| 1Y | -14.6% | -14.2% | -0.4% | -18.6% |
| All | +69.0% | +403.1% | -334.1% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling