+69.0%
ISRG vs PPL
+56.9%
+12.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | +4.4% | +1.0% | +3.4% | +4.2% |
| 30D | +15.8% | +6.8% | +8.9% | +14.4% |
| 3M | +24.9% | +3.9% | +21.0% | +24.0% |
| 6M | +3.8% | -2.0% | +5.8% | +4.1% |
| YTD | -17.3% | +5.3% | -22.5% | -18.2% |
| 1Y | -14.6% | +2.2% | -16.8% | -15.1% |
| All | +69.0% | +56.9% | +12.1% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling