+28.4%
ISRG vs PPL
+47.7%
-19.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | +4.4% | +1.0% | +3.4% | +3.9% |
| 30D | +15.8% | +6.8% | +8.9% | +12.6% |
| 3M | +24.9% | +3.9% | +21.0% | +22.7% |
| 6M | +3.8% | -2.0% | +5.8% | +4.5% |
| YTD | -17.3% | +5.3% | -22.5% | -19.8% |
| 1Y | -14.6% | +2.2% | -16.8% | -16.1% |
| 3Y | +68.2% | +56.7% | +11.5% | +28.2% |
| 5Y | +28.4% | +49.1% | -20.7% | +0.1% |
| All | +28.4% | +47.7% | -19.3% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling