+23.9%
ISRG vs PLUG
-96.4%
+120.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.4% | -10.8% | -3.8% |
| 7D | +4.8% | +5.8% | -1.0% | +4.4% |
| 30D | +9.2% | -18.5% | +27.8% | +10.6% |
| 3M | +21.2% | -30.0% | +51.1% | +23.6% |
| 6M | +0.2% | -56.2% | +56.4% | +4.7% |
| YTD | -20.1% | -26.4% | +6.3% | -20.6% |
| 1Y | -17.3% | -42.2% | +24.9% | -16.6% |
| 3Y | +63.3% | -76.8% | +140.1% | +64.6% |
| All | +23.9% | -96.4% | +120.3% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling