-19.3%
ISRG vs PLUG
+45.6%
-65.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -0.8% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | -2.3% | +3.3% | -5.6% | -2.2% |
| 3M | -12.4% | -39.7% | +27.3% | -12.8% |
| 6M | -26.8% | -12.5% | -14.3% | -27.7% |
| YTD | -35.3% | +10.2% | -45.4% | -36.1% |
| 1Y | -19.3% | +50.7% | -70.0% | -20.0% |
| All | -19.3% | +45.6% | -65.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling