+78.8%
JNJ vs ISRG
+17.7%
+61.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.8% |
| 7D | -3.0% | -5.0% | +2.1% | -2.8% |
| 30D | +2.5% | -10.2% | +12.7% | +2.8% |
| 3M | +13.2% | -17.2% | +30.4% | +13.8% |
| 6M | +11.3% | -28.4% | +39.7% | +11.9% |
| YTD | +31.1% | -37.6% | +68.8% | +32.1% |
| 1Y | +54.3% | -24.4% | +78.8% | +54.8% |
| All | +78.8% | +17.7% | +61.1% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling