-10.5%
ISRG vs THC
+46.1%
-56.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.6% | -0.2% | +7.2% |
| 7D | +8.5% | +8.8% | -0.3% | +6.5% |
| 30D | +18.6% | +12.6% | +6.0% | +15.7% |
| 3M | +30.9% | +15.4% | +15.5% | +26.9% |
| 6M | +6.6% | +57.7% | -51.1% | -2.6% |
| YTD | -14.9% | +47.1% | -61.9% | -21.6% |
| 1Y | -10.5% | +40.7% | -51.2% | -17.2% |
| All | -10.5% | +46.1% | -56.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling