+192.5%
JNJ vs ISRG
+391.9%
-199.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | +2.3% | -8.0% | +10.3% | +3.7% |
| 3M | +12.0% | -10.6% | +22.6% | +13.5% |
| 6M | +10.5% | -25.1% | +35.6% | +15.2% |
| YTD | +30.4% | -34.8% | +65.2% | +39.0% |
| 1Y | +52.1% | -19.0% | +71.2% | +55.5% |
| 3Y | +77.8% | +22.1% | +55.7% | +62.5% |
| 5Y | +82.9% | +8.2% | +74.7% | +67.9% |
| All | +192.5% | +391.9% | -199.4% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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