+63.3%
ISRG vs WELL
+195.0%
-131.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.8% | +4.4% | +0.4% | +3.5% |
| 30D | +9.2% | +10.8% | -1.6% | +6.0% |
| 3M | +21.2% | +4.2% | +17.0% | +19.5% |
| 6M | +0.2% | +14.0% | -13.8% | -4.4% |
| YTD | -20.1% | +33.4% | -53.5% | -28.7% |
| 1Y | -17.3% | +32.4% | -49.8% | -26.1% |
| 3Y | +63.3% | +194.7% | -131.4% | +1.8% |
| All | +63.3% | +195.0% | -131.7% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling