+19.2%
ISRG vs TECK
+64.4%
-45.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.3% | +8.4% | +3.2% |
| 7D | -2.5% | -4.2% | +1.7% | -1.9% |
| 30D | -10.2% | -0.4% | -9.8% | -10.3% |
| 3M | -12.5% | +10.1% | -22.7% | -14.8% |
| 6M | -25.8% | +26.0% | -51.8% | -30.5% |
| YTD | -36.4% | +38.0% | -74.4% | -42.2% |
| 1Y | -19.9% | +63.8% | -83.7% | -30.9% |
| All | +19.2% | +64.4% | -45.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling