+536.3%
ISRG vs THC
+1,325.8%
-789.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | +5.4% | +7.5% | -2.1% | +3.8% |
| 30D | +8.6% | +9.6% | -0.9% | +6.5% |
| 3M | +21.6% | +10.3% | +11.3% | +18.9% |
| 6M | +2.3% | +51.8% | -49.5% | -7.3% |
| YTD | -18.7% | +45.4% | -64.1% | -26.1% |
| 1Y | -17.8% | +40.8% | -58.6% | -24.9% |
| 3Y | +69.1% | +448.8% | -379.7% | +11.6% |
| 5Y | +26.5% | +263.4% | -236.9% | -11.3% |
| 10Y | +536.3% | +1,800.1% | -1,263.8% | +213.3% |
| All | +536.3% | +1,325.8% | -789.5% | +213.3% |
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