+23,005.1%
ISRG vs THC
+303.5%
+22,701.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.5% |
| 7D | +4.4% | +5.9% | -1.5% | +3.4% |
| 30D | +15.8% | +10.8% | +4.9% | +13.8% |
| 3M | +24.9% | +9.4% | +15.4% | +22.9% |
| 6M | +3.8% | +53.3% | -49.5% | -4.0% |
| YTD | -17.3% | +44.2% | -61.4% | -23.1% |
| 1Y | -14.6% | +37.3% | -51.9% | -20.0% |
| 3Y | +68.2% | +421.6% | -353.4% | +23.4% |
| 5Y | +28.4% | +279.8% | -251.4% | -2.5% |
| 10Y | +528.0% | +1,513.9% | -985.8% | +241.7% |
| All | +23,005.1% | +303.5% | +22,701.6% | +17,547.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling