+2.0%
ISRG vs PR
+433.6%
-431.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.6% | +2.9% | -4.5% | -2.0% |
| 30D | -2.3% | +18.0% | -20.3% | -4.8% |
| 3M | -12.4% | +16.9% | -29.3% | -15.0% |
| 6M | -26.8% | +28.2% | -55.0% | -30.4% |
| YTD | -35.3% | +69.3% | -104.6% | -41.6% |
| 1Y | -19.3% | +69.5% | -88.8% | -27.5% |
| 3Y | +18.1% | +81.7% | -63.6% | +2.7% |
| All | +2.0% | +433.6% | -431.6% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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