-10.5%
ISRG vs TECK
+59.3%
-69.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.3% | +5.1% | +9.1% |
| 7D | +8.5% | +2.3% | +6.3% | +8.4% |
| 30D | +18.6% | -5.0% | +23.6% | +18.8% |
| 3M | +30.9% | -0.3% | +31.2% | +30.4% |
| 6M | +6.6% | +13.9% | -7.3% | +3.4% |
| YTD | -14.9% | +35.2% | -50.1% | -20.4% |
| 1Y | -10.5% | +57.5% | -68.1% | -20.9% |
| All | -10.5% | +59.3% | -69.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling