+17,168.2%
ISRG vs TEVA
+255.3%
+16,912.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.8% |
| 7D | -5.2% | +1.6% | -6.7% | -5.5% |
| 30D | -7.6% | +4.0% | -11.5% | -8.4% |
| 3M | -16.4% | +10.5% | -26.9% | -18.4% |
| 6M | -28.6% | +18.4% | -47.0% | -31.7% |
| YTD | -38.2% | +17.8% | -56.0% | -40.9% |
| 1Y | -25.5% | +90.5% | -116.0% | -36.4% |
| 3Y | +17.4% | +282.1% | -264.7% | -17.3% |
| 5Y | -3.0% | +291.9% | -294.9% | -34.2% |
| 10Y | +356.0% | -24.9% | +380.8% | +311.1% |
| All | +17,168.2% | +255.3% | +16,912.9% | +10,850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling