-19.9%
ISRG vs PSX
+101.7%
-121.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.0% |
| 7D | -2.5% | +1.5% | -4.0% | -2.4% |
| 30D | -10.2% | +15.8% | -26.0% | -9.3% |
| 3M | -12.5% | +43.0% | -55.5% | -10.6% |
| 6M | -25.8% | +61.1% | -86.9% | -24.3% |
| YTD | -36.4% | +104.5% | -140.9% | -36.9% |
| 1Y | -19.9% | +102.5% | -122.4% | -23.5% |
| All | -19.9% | +101.7% | -121.6% | -23.5% |
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