+100.9%
JNJ vs ISRG
+24.8%
+76.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | +3.5% | -2.0% | +5.5% | +3.6% |
| 30D | +12.5% | +5.6% | +7.0% | +12.1% |
| 3M | +9.6% | +10.5% | -1.0% | +8.7% |
| 6M | +25.3% | +2.6% | +22.7% | +24.8% |
| YTD | +40.3% | -21.7% | +62.0% | +42.2% |
| 1Y | +49.6% | -21.6% | +71.2% | +51.6% |
| 3Y | +110.8% | +57.0% | +53.7% | +95.8% |
| All | +100.9% | +24.8% | +76.2% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling