-21.6%
ISRG vs PTC
+10.7%
-32.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +5.6% | +1.2% | +4.3% | +5.3% |
| 3M | +10.5% | +27.4% | -16.8% | +4.4% |
| 6M | +2.6% | +39.2% | -36.6% | -7.4% |
| YTD | -21.7% | +12.5% | -34.2% | -25.3% |
| 1Y | -21.6% | +12.3% | -33.8% | -25.1% |
| All | -21.6% | +10.7% | -32.3% | -25.1% |
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