-10.5%
ISRG vs PPL
+1.0%
-11.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | +8.5% | +1.8% | +6.7% | +8.3% |
| 30D | +18.6% | +8.4% | +10.2% | +17.6% |
| 3M | +30.9% | +2.4% | +28.5% | +30.6% |
| 6M | +6.6% | -4.0% | +10.5% | +6.2% |
| YTD | -14.9% | +4.5% | -19.3% | -14.5% |
| 1Y | -10.5% | +1.7% | -12.3% | -9.9% |
| All | -10.5% | +1.0% | -11.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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