+22,229.9%
ISRG vs PTC
+601.4%
+21,628.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +21.2% | +32.1% | -10.9% | +9.8% |
| 6M | +0.2% | +42.6% | -42.4% | -11.7% |
| YTD | -20.1% | +12.0% | -32.0% | -24.6% |
| 1Y | -17.3% | +12.2% | -29.5% | -22.1% |
| 3Y | +63.3% | +31.2% | +32.1% | +45.0% |
| 5Y | +24.1% | +54.9% | -30.8% | +4.7% |
| 10Y | +507.0% | +343.1% | +163.8% | +276.1% |
| All | +22,229.9% | +601.4% | +21,628.5% | +8,914.2% |
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