+5.2%
ISRG vs TEVA
+292.5%
-287.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.1% |
| 6M | -25.8% | +15.3% | -41.1% | -28.4% |
| YTD | -36.4% | +16.5% | -52.8% | -38.8% |
| 1Y | -19.9% | +85.7% | -105.6% | -30.6% |
| 3Y | +20.9% | +277.9% | -257.0% | -13.8% |
| All | +5.2% | +292.5% | -287.3% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling