+2.0%
ISRG vs PWR
+443.9%
-441.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.6% | +3.6% | -5.2% | -2.6% |
| 30D | -2.3% | -8.6% | +6.3% | 0.0% |
| 3M | -12.4% | -13.2% | +0.7% | -9.8% |
| 6M | -26.8% | +9.9% | -36.7% | -31.6% |
| YTD | -35.3% | +48.0% | -83.3% | -46.1% |
| 1Y | -19.3% | +66.2% | -85.5% | -36.6% |
| 3Y | +18.1% | +195.1% | -177.0% | -30.3% |
| All | +2.0% | +443.9% | -441.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 5y: compounded portfolio wealth divided by compounded PWR 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…
5y analysis · Full analysis span regression · 6 months rolling