-10.5%
ISRG vs PNR
-31.2%
+20.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.1% | +8.5% |
| 7D | +8.5% | +11.9% | -3.4% | +5.7% |
| 30D | +18.6% | +37.1% | -18.5% | +9.4% |
| 3M | +30.9% | +5.7% | +25.2% | +30.0% |
| 6M | +6.6% | -5.7% | +12.3% | +7.6% |
| YTD | -14.9% | -29.8% | +14.9% | -7.1% |
| 1Y | -10.5% | -31.8% | +21.3% | 0.0% |
| All | -10.5% | -31.2% | +20.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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