+2.0%
ISRG vs PYPL
-80.9%
+82.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.1% |
| 7D | -1.6% | +2.7% | -4.3% | -2.5% |
| 30D | -2.3% | -4.9% | +2.6% | -1.4% |
| 3M | -12.4% | +28.9% | -41.3% | -20.5% |
| 6M | -26.8% | +18.2% | -45.1% | -31.9% |
| YTD | -35.3% | -5.0% | -30.2% | -35.7% |
| 1Y | -19.3% | -18.8% | -0.5% | -16.0% |
| 3Y | +18.1% | -12.6% | +30.7% | +15.4% |
| All | +2.0% | -80.9% | +82.9% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling