-3.0%
ISRG vs TECK
+207.5%
-210.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.7% | -5.3% |
| 7D | -5.2% | +7.8% | -12.9% | -6.6% |
| 30D | -7.6% | +8.3% | -15.8% | -9.1% |
| 3M | -16.4% | +16.1% | -32.4% | -19.2% |
| 6M | -28.6% | +42.9% | -71.4% | -34.3% |
| YTD | -38.2% | +50.8% | -88.9% | -44.2% |
| 1Y | -25.5% | +106.1% | -131.6% | -37.7% |
| 3Y | +17.4% | +84.0% | -66.6% | -2.1% |
| 5Y | -3.0% | +223.5% | -226.4% | -23.2% |
| All | -3.0% | +207.5% | -210.4% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling