+550.7%
ISRG vs PYPL
+47.5%
+503.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | -6.8% | -1.2% | -5.6% | -6.3% |
| 30D | +5.1% | +6.1% | -1.0% | +2.6% |
| 3M | +12.0% | +1.1% | +11.0% | +10.6% |
| 6M | +7.0% | +32.7% | -25.7% | -6.3% |
| YTD | -20.6% | +2.8% | -23.4% | -24.0% |
| 1Y | -21.4% | -10.8% | -10.7% | -20.2% |
| 3Y | +62.0% | +9.8% | +52.2% | +41.6% |
| 5Y | +28.1% | -70.2% | +98.4% | +92.7% |
| 10Y | +550.7% | +50.1% | +500.6% | +344.0% |
| All | +550.7% | +47.5% | +503.2% | +344.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling