+219.1%
JNJ vs ISRG
+537.5%
-318.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.5% |
| 7D | +4.1% | -6.1% | +10.2% | +5.2% |
| 30D | +14.0% | +4.2% | +9.8% | +13.2% |
| 3M | +9.2% | +9.6% | -0.4% | +7.4% |
| 6M | +27.8% | +1.9% | +25.9% | +26.6% |
| YTD | +39.2% | -22.3% | +61.5% | +44.1% |
| 1Y | +49.1% | -23.2% | +72.3% | +54.6% |
| 3Y | +109.7% | +58.5% | +51.2% | +82.6% |
| 5Y | +97.6% | +23.9% | +73.6% | +78.0% |
| All | +219.1% | +537.5% | -318.4% | +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