+23.4%
ISRG vs PSX
+140.2%
-116.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.6% | +4.5% | -6.1% | -2.2% |
| 30D | -2.3% | +26.6% | -28.9% | -5.5% |
| 3M | -12.4% | +39.3% | -51.7% | -16.8% |
| 6M | -26.8% | +56.8% | -83.6% | -32.3% |
| YTD | -35.3% | +101.8% | -137.1% | -43.6% |
| 1Y | -19.3% | +99.6% | -118.9% | -29.8% |
| All | +23.4% | +140.2% | -116.8% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling