+29,174.7%
ISRG vs TECK
+1,995.8%
+27,179.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -6.8% | -1.2% | -5.5% | -6.6% |
| 30D | +5.1% | -5.7% | +10.8% | +6.1% |
| 3M | +12.0% | -3.6% | +15.6% | +12.3% |
| 6M | +7.0% | -2.2% | +9.2% | +6.2% |
| YTD | -20.6% | +33.6% | -54.2% | -26.2% |
| 1Y | -21.4% | +49.0% | -70.4% | -28.4% |
| 3Y | +62.0% | +85.4% | -23.4% | +39.0% |
| 5Y | +28.1% | +138.5% | -110.4% | +2.0% |
| 10Y | +550.7% | +218.0% | +332.7% | +344.0% |
| All | +29,174.7% | +1,995.8% | +27,179.0% | +14,338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling