+651.5%
ISRG vs PSX
+1,129.4%
-477.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.0% |
| 7D | +5.4% | -8.0% | +13.4% | +7.5% |
| 30D | +8.6% | -9.0% | +17.7% | +10.8% |
| 3M | +21.6% | +24.7% | -3.2% | +14.1% |
| 6M | +2.3% | +49.3% | -47.0% | -8.9% |
| YTD | -18.7% | +100.2% | -118.9% | -33.8% |
| 1Y | -17.8% | +88.8% | -106.6% | -32.1% |
| 3Y | +69.1% | +152.5% | -83.4% | +25.5% |
| 5Y | +26.5% | +283.2% | -256.7% | -19.1% |
| 10Y | +536.3% | +345.8% | +190.5% | +259.5% |
| All | +651.5% | +1,129.4% | -477.9% | +246.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling