+500.7%
ISRG vs THC
+1,421.6%
-921.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | +4.8% | +3.7% | +1.1% | +4.0% |
| 30D | +9.2% | +9.0% | +0.2% | +7.2% |
| 3M | +21.2% | +10.4% | +10.8% | +18.4% |
| 6M | +0.2% | +45.7% | -45.4% | -8.3% |
| YTD | -20.1% | +42.6% | -62.6% | -27.0% |
| 1Y | -17.3% | +38.8% | -56.1% | -24.3% |
| 3Y | +63.3% | +418.8% | -355.5% | +9.2% |
| 5Y | +24.1% | +275.7% | -251.6% | -13.3% |
| All | +500.7% | +1,421.6% | -921.0% | +203.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling