+550.7%
ISRG vs THC
+1,879.5%
-1,328.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -6.8% | +0.2% | -7.0% | -6.8% |
| 30D | +5.1% | +9.0% | -3.9% | +3.2% |
| 3M | +12.0% | +12.9% | -0.9% | +9.0% |
| 6M | +7.0% | +52.8% | -45.8% | -3.1% |
| YTD | -20.6% | +47.4% | -68.1% | -28.1% |
| 1Y | -21.4% | +47.7% | -69.2% | -29.0% |
| 3Y | +62.0% | +444.7% | -382.7% | +7.1% |
| 5Y | +28.1% | +269.3% | -241.1% | -10.4% |
| 10Y | +550.7% | +1,913.5% | -1,362.8% | +220.6% |
| All | +550.7% | +1,879.5% | -1,328.8% | +220.6% |
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