+25.5%
ISRG vs WELL
+221.0%
-195.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +5.6% | +5.7% | -0.1% | +3.3% |
| 3M | +10.5% | +4.6% | +5.9% | +8.4% |
| 6M | +2.6% | +11.9% | -9.2% | -2.6% |
| YTD | -21.7% | +33.6% | -55.3% | -31.7% |
| 1Y | -21.6% | +29.8% | -51.3% | -30.7% |
| 3Y | +57.0% | +202.2% | -145.1% | -8.1% |
| All | +25.5% | +221.0% | -195.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling