+536.3%
ISRG vs PLUG
+25.0%
+511.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.5% |
| 7D | +5.4% | +14.5% | -9.1% | +4.3% |
| 30D | +8.6% | -10.7% | +19.3% | +9.4% |
| 3M | +21.6% | -31.2% | +52.8% | +24.6% |
| 6M | +2.3% | -51.9% | +54.3% | +6.8% |
| YTD | -18.7% | -23.9% | +5.2% | -19.2% |
| 1Y | -17.8% | -43.4% | +25.6% | -16.6% |
| 3Y | +69.1% | -74.7% | +143.8% | +66.1% |
| 5Y | +26.5% | -96.3% | +122.8% | +44.4% |
| 10Y | +536.3% | +20.0% | +516.3% | +415.8% |
| All | +536.3% | +25.0% | +511.3% | +415.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling