-21.9%
ISRG vs PSX
+87.5%
-109.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.4% |
| 7D | +2.1% | -7.8% | +9.9% | +0.6% |
| 30D | +6.2% | -9.9% | +16.0% | +4.4% |
| 3M | +14.4% | +16.9% | -2.5% | +16.7% |
| 6M | 0.0% | +48.0% | -48.0% | +5.4% |
| YTD | -20.5% | +98.3% | -118.9% | -13.9% |
| 1Y | -21.9% | +86.2% | -108.1% | -15.1% |
| All | -21.9% | +87.5% | -109.4% | -15.1% |
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