+19.2%
ISRG vs TEVA
+273.2%
-254.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -10.2% | -0.4% | -9.8% | -10.1% |
| 3M | -12.5% | +8.2% | -20.8% | -13.8% |
| 6M | -25.8% | +15.3% | -41.1% | -27.9% |
| YTD | -36.4% | +16.5% | -52.8% | -38.4% |
| 1Y | -19.9% | +85.7% | -105.6% | -28.9% |
| All | +19.2% | +273.2% | -254.0% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling