+25.2%
ISRG vs PL
+36.0%
-10.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | +2.1% | +5.6% | -3.5% | +1.4% |
| 30D | +6.2% | -16.9% | +23.1% | +7.6% |
| 3M | +14.4% | -38.2% | +52.6% | +18.9% |
| 6M | 0.0% | -63.4% | +63.4% | +7.8% |
| YTD | -20.5% | -27.6% | +7.1% | -22.4% |
| 1Y | -21.9% | +6.6% | -28.5% | -27.9% |
| 3Y | +62.2% | +557.6% | -495.4% | +5.4% |
| 5Y | +25.2% | +39.5% | -14.3% | -4.4% |
| All | +25.2% | +36.0% | -10.8% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling