+2.0%
ISRG vs PLUG
-91.8%
+93.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -2.3% | +3.3% | -5.6% | -2.5% |
| 3M | -12.4% | -39.7% | +27.3% | -9.7% |
| 6M | -26.8% | -12.5% | -14.3% | -27.3% |
| YTD | -35.3% | +10.2% | -45.4% | -37.2% |
| 1Y | -19.3% | +50.7% | -70.0% | -25.4% |
| 3Y | +18.1% | -74.5% | +92.6% | +21.7% |
| All | +2.0% | -91.8% | +93.8% | +18.6% |
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