+23.9%
ISRG vs PM
+161.1%
-137.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | +4.8% | -5.2% | +10.0% | +6.2% |
| 30D | +9.2% | +2.7% | +6.5% | +8.6% |
| 3M | +21.2% | +5.2% | +15.9% | +19.6% |
| 6M | +0.2% | +17.0% | -16.8% | -3.8% |
| YTD | -20.1% | +25.5% | -45.6% | -25.2% |
| 1Y | -17.3% | +35.5% | -52.9% | -24.4% |
| 3Y | +63.3% | +143.9% | -80.6% | +21.3% |
| All | +23.9% | +161.1% | -137.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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