-25.5%
ISRG vs PTC
-38.1%
+12.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -2.9% |
| 7D | -5.2% | -12.8% | +7.6% | -1.3% |
| 30D | -7.6% | -9.8% | +2.2% | -4.9% |
| 3M | -16.4% | -2.1% | -14.3% | -17.2% |
| 6M | -28.6% | -18.1% | -10.5% | -25.3% |
| YTD | -38.2% | -23.5% | -14.7% | -34.5% |
| 1Y | -25.5% | -37.4% | +11.9% | -16.1% |
| All | -25.5% | -38.1% | +12.6% | -16.1% |
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