-3.0%
ISRG vs PSX
+349.1%
-352.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.8% |
| 7D | -5.2% | +2.8% | -8.0% | -5.6% |
| 30D | -7.6% | +27.8% | -35.3% | -11.3% |
| 3M | -16.4% | +42.0% | -58.4% | -21.5% |
| 6M | -28.6% | +58.1% | -86.7% | -34.6% |
| YTD | -38.2% | +105.0% | -143.2% | -46.6% |
| 1Y | -25.5% | +104.9% | -130.4% | -35.7% |
| 3Y | +17.4% | +134.1% | -116.6% | -4.5% |
| 5Y | -3.0% | +363.8% | -366.8% | -30.9% |
| All | -3.0% | +349.1% | -352.1% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling