+17.4%
ISRG vs PNR
-11.7%
+29.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.4% |
| 7D | -5.2% | -3.0% | -2.1% | -4.0% |
| 30D | -7.6% | -14.9% | +7.3% | -1.5% |
| 3M | -16.4% | -19.0% | +2.7% | -10.0% |
| 6M | -28.6% | -35.9% | +7.4% | -15.5% |
| YTD | -38.2% | -43.1% | +5.0% | -23.4% |
| 1Y | -25.5% | -46.4% | +20.9% | -5.1% |
| 3Y | +17.4% | -10.8% | +28.2% | +22.9% |
| All | +17.4% | -11.7% | +29.1% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling