-21.4%
ISRG vs WELL
+31.1%
-52.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.5% |
| 3M | +12.0% | +10.2% | +1.8% | +11.0% |
| 6M | +7.0% | +16.4% | -9.3% | +4.6% |
| YTD | -20.6% | +35.2% | -55.8% | -24.0% |
| 1Y | -21.4% | +30.5% | -51.9% | -24.1% |
| All | -21.4% | +31.1% | -52.5% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling