-17.3%
ISRG vs PTC
+5.5%
-22.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +4.8% | -0.2% | +5.1% | +4.9% |
| 30D | +9.2% | +0.8% | +8.5% | +9.1% |
| 3M | +21.2% | +32.1% | -10.9% | +13.0% |
| 6M | +0.2% | +42.6% | -42.4% | -10.4% |
| YTD | -20.1% | +12.0% | -32.0% | -22.9% |
| 1Y | -17.3% | +12.2% | -29.5% | -20.1% |
| All | -17.3% | +5.5% | -22.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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