+22,068.6%
ISRG vs PNR
+806.5%
+21,262.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -6.8% | -3.7% | -3.0% | -5.1% |
| 30D | +5.1% | +33.1% | -28.0% | -8.4% |
| 3M | +12.0% | +3.7% | +8.3% | +9.4% |
| 6M | +7.0% | -7.7% | +14.7% | +9.1% |
| YTD | -20.6% | -32.4% | +11.8% | -7.4% |
| 1Y | -21.4% | -35.0% | +13.6% | -6.7% |
| 3Y | +62.0% | +17.1% | +44.9% | +43.9% |
| 5Y | +28.1% | +0.1% | +28.0% | +20.1% |
| 10Y | +550.7% | +103.2% | +447.5% | +320.9% |
| All | +22,068.6% | +806.5% | +21,262.1% | +5,186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling