+23.9%
ISRG vs THC
+274.4%
-250.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.0% |
| 7D | +4.8% | +3.7% | +1.1% | +3.7% |
| 30D | +9.2% | +9.0% | +0.2% | +6.3% |
| 3M | +21.2% | +10.4% | +10.8% | +17.2% |
| 6M | +0.2% | +45.7% | -45.4% | -11.8% |
| YTD | -20.1% | +42.6% | -62.6% | -30.0% |
| 1Y | -17.3% | +38.8% | -56.1% | -27.3% |
| 3Y | +63.3% | +418.8% | -355.5% | -15.8% |
| All | +23.9% | +274.4% | -250.5% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling