+547.7%
ISRG vs WELL
+469.8%
+77.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.8% | +0.1% | -6.8% | -6.8% |
| 30D | +5.1% | +7.8% | -2.7% | +2.7% |
| 3M | +12.0% | +10.2% | +1.8% | +8.5% |
| 6M | +7.0% | +16.4% | -9.3% | +1.6% |
| YTD | -20.6% | +35.2% | -55.8% | -28.5% |
| 1Y | -21.4% | +30.5% | -51.9% | -28.5% |
| 3Y | +62.0% | +206.1% | -144.1% | +11.8% |
| 5Y | +28.1% | +228.3% | -200.1% | -14.3% |
| All | +547.7% | +469.8% | +77.9% | +281.0% |
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