+386.2%
ISRG vs TEVA
-22.9%
+409.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | +0.7% | +2.0% | -1.3% | +0.3% |
| 30D | -8.0% | +1.0% | -9.0% | -8.2% |
| 3M | -10.6% | +7.3% | -17.9% | -11.9% |
| 6M | -25.1% | +21.7% | -46.8% | -27.9% |
| YTD | -34.8% | +18.8% | -53.7% | -37.1% |
| 1Y | -19.0% | +86.5% | -105.5% | -28.1% |
| 3Y | +22.1% | +269.4% | -247.3% | -5.9% |
| 5Y | +8.2% | +303.6% | -295.4% | -19.8% |
| All | +386.2% | -22.9% | +409.1% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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