+22,068.6%
ISRG vs PTC
+605.2%
+21,463.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -6.8% | +0.5% | -7.2% | -6.9% |
| 30D | +5.1% | +0.9% | +4.2% | +4.8% |
| 3M | +12.0% | +30.4% | -18.3% | +1.9% |
| 6M | +7.0% | +34.4% | -27.4% | -4.0% |
| YTD | -20.6% | +12.6% | -33.2% | -25.2% |
| 1Y | -21.4% | +10.2% | -31.6% | -25.6% |
| 3Y | +62.0% | +29.4% | +32.6% | +44.4% |
| 5Y | +28.1% | +63.7% | -35.6% | +6.5% |
| 10Y | +550.7% | +316.9% | +233.8% | +309.4% |
| All | +22,068.6% | +605.2% | +21,463.4% | +8,834.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling