+536.3%
ISRG vs WELL
+451.0%
+85.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.4% |
| 7D | +5.4% | +3.5% | +1.9% | +4.4% |
| 30D | +8.6% | +9.7% | -1.1% | +5.6% |
| 3M | +21.6% | +4.8% | +16.8% | +19.6% |
| 6M | +2.3% | +16.1% | -13.7% | -2.8% |
| YTD | -18.7% | +34.7% | -53.4% | -26.7% |
| 1Y | -17.8% | +31.9% | -49.7% | -25.4% |
| 3Y | +69.1% | +209.9% | -140.8% | +16.2% |
| 5Y | +26.5% | +226.5% | -200.1% | -15.3% |
| 10Y | +536.3% | +455.3% | +81.0% | +269.2% |
| All | +536.3% | +451.0% | +85.3% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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