+752.4%
ISRG vs PYPL
+57.6%
+694.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.5% |
| 7D | +4.8% | +3.9% | +0.9% | +3.3% |
| 30D | +9.2% | +7.8% | +1.4% | +6.1% |
| 3M | +21.2% | -0.7% | +21.8% | +20.5% |
| 6M | +0.2% | +28.8% | -28.5% | -10.7% |
| YTD | -20.1% | +2.4% | -22.4% | -23.2% |
| 1Y | -17.3% | -9.6% | -7.7% | -16.6% |
| 3Y | +63.3% | +9.7% | +53.6% | +44.2% |
| 5Y | +24.1% | -73.5% | +97.5% | +89.8% |
| 10Y | +507.0% | +46.5% | +460.5% | +363.5% |
| All | +752.4% | +57.6% | +694.7% | +531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling