-1.8%
ISRG vs SONY
+10.2%
-12.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.2% | -0.3% | -2.7% |
| 7D | -5.2% | -5.2% | 0.0% | -3.0% |
| 30D | -7.6% | +0.3% | -7.9% | -7.8% |
| 3M | -16.4% | +6.2% | -22.6% | -18.8% |
| 6M | -28.6% | +9.5% | -38.1% | -31.9% |
| YTD | -38.2% | -8.1% | -30.1% | -36.5% |
| 1Y | -25.5% | -17.9% | -7.6% | -20.0% |
| 3Y | +17.4% | +41.5% | -24.1% | -6.8% |
| All | -1.8% | +10.2% | -12.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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