+370.1%
ISRG vs TECK
+372.8%
-2.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.1% | +1.3% |
| 7D | -5.0% | +4.9% | -9.9% | -6.0% |
| 30D | -10.2% | +5.2% | -15.4% | -11.2% |
| 3M | -17.2% | +13.8% | -31.0% | -19.8% |
| 6M | -28.4% | +38.5% | -66.9% | -33.8% |
| YTD | -37.6% | +47.3% | -85.0% | -43.4% |
| 1Y | -24.4% | +81.0% | -105.4% | -34.6% |
| 3Y | +18.4% | +79.9% | -61.4% | +0.1% |
| 5Y | -1.0% | +207.9% | -208.8% | -27.4% |
| 10Y | +370.1% | +389.5% | -19.3% | +195.2% |
| All | +370.1% | +372.8% | -2.7% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling