+82.7%
JNJ vs ISRG
-2.2%
+84.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.8% |
| 7D | -3.0% | -5.0% | +2.1% | -2.6% |
| 30D | +2.5% | -10.2% | +12.7% | +3.3% |
| 3M | +13.2% | -17.2% | +30.4% | +14.6% |
| 6M | +11.3% | -28.4% | +39.7% | +13.7% |
| YTD | +31.1% | -37.6% | +68.8% | +35.3% |
| 1Y | +54.3% | -24.4% | +78.8% | +56.5% |
| 3Y | +81.1% | +18.4% | +62.7% | +71.9% |
| 5Y | +82.7% | -1.0% | +83.7% | +71.3% |
| All | +82.7% | -2.2% | +84.9% | +71.3% |
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