+22,229.9%
ISRG vs WELL
+6,100.8%
+16,129.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.8% | +4.4% | +0.4% | +3.1% |
| 30D | +9.2% | +10.8% | -1.6% | +4.9% |
| 3M | +21.2% | +4.2% | +17.0% | +18.9% |
| 6M | +0.2% | +14.0% | -13.8% | -5.5% |
| YTD | -20.1% | +33.4% | -53.5% | -29.7% |
| 1Y | -17.3% | +32.4% | -49.8% | -27.1% |
| 3Y | +63.3% | +194.7% | -131.4% | +3.0% |
| 5Y | +24.1% | +226.5% | -202.4% | -25.9% |
| 10Y | +507.0% | +429.8% | +77.1% | +160.9% |
| All | +22,229.9% | +6,100.8% | +16,129.1% | +1,510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling