+19.2%
ISRG vs PTC
-3.9%
+23.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +1.2% |
| 7D | -1.6% | -10.3% | +8.7% | +2.1% |
| 30D | -2.3% | +1.1% | -3.4% | -3.1% |
| 3M | -12.4% | +1.6% | -14.1% | -13.9% |
| 6M | -26.8% | -13.5% | -13.4% | -23.8% |
| YTD | -35.3% | -19.1% | -16.2% | -31.1% |
| 1Y | -19.3% | -33.9% | +14.5% | -7.6% |
| All | +19.2% | -3.9% | +23.1% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling