-10.5%
ISRG vs PSX
+97.5%
-108.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.5% | +13.9% | +8.5% |
| 7D | +8.5% | -5.2% | +13.7% | +7.6% |
| 30D | +18.6% | -3.7% | +22.3% | +17.9% |
| 3M | +30.9% | +26.8% | +4.1% | +35.3% |
| 6M | +6.6% | +47.3% | -40.7% | +12.6% |
| YTD | -14.9% | +105.4% | -120.3% | -7.1% |
| 1Y | -10.5% | +96.9% | -107.4% | -1.4% |
| All | -10.5% | +97.5% | -108.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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