-25.5%
ISRG vs PYPL
-21.5%
-4.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.9% |
| 7D | -5.2% | +1.7% | -6.9% | -5.5% |
| 30D | -7.6% | -9.7% | +2.2% | -6.3% |
| 3M | -16.4% | +29.2% | -45.6% | -21.5% |
| 6M | -28.6% | +13.9% | -42.4% | -31.5% |
| YTD | -38.2% | -8.1% | -30.1% | -38.7% |
| 1Y | -25.5% | -21.4% | -4.1% | -24.3% |
| All | -25.5% | -21.5% | -4.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PYPL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling