+575.5%
ISRG vs PR
+147.8%
+427.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.0% | -2.6% |
| 7D | +4.4% | -16.5% | +20.9% | +5.3% |
| 30D | +15.8% | -4.5% | +20.3% | +15.9% |
| 3M | +24.9% | +8.5% | +16.3% | +24.1% |
| 6M | +3.8% | -3.3% | +7.1% | +3.6% |
| YTD | -17.3% | +55.7% | -73.0% | -19.8% |
| 1Y | -14.6% | +82.0% | -96.6% | -18.0% |
| 3Y | +68.2% | +62.5% | +5.8% | +61.8% |
| 5Y | +28.4% | +223.9% | -195.5% | +18.5% |
| 10Y | +528.0% | +64.2% | +463.8% | +555.0% |
| All | +575.5% | +147.8% | +427.7% | +601.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling