+27.0%
ISRG vs PL
+84.9%
-57.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -1.6% | -9.3% | +7.7% | -0.7% |
| 30D | -2.3% | -18.9% | +16.7% | -0.4% |
| 3M | -12.4% | -58.4% | +45.9% | -5.8% |
| 6M | -26.8% | -30.3% | +3.5% | -26.8% |
| YTD | -35.3% | -8.1% | -27.1% | -37.8% |
| 1Y | -19.3% | +180.5% | -199.8% | -34.5% |
| 3Y | +18.1% | +444.1% | -426.0% | -19.1% |
| 5Y | +2.6% | +83.0% | -80.4% | -24.6% |
| All | +27.0% | +84.9% | -57.9% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling