+54.9%
JNJ vs ISRG
-23.0%
+77.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -4.3% | -2.5% | -1.8% | -4.2% |
| 30D | +3.0% | -10.2% | +13.2% | +3.5% |
| 3M | +12.2% | -12.5% | +24.7% | +12.9% |
| 6M | +10.5% | -25.8% | +36.3% | +11.2% |
| YTD | +30.8% | -36.4% | +67.1% | +31.5% |
| 1Y | +54.9% | -19.9% | +74.8% | +53.9% |
| All | +54.9% | -23.0% | +77.9% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling