+1,157.8%
JNJ vs ISRG
+21,742.8%
-20,585.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +1.3% |
| 7D | +4.1% | -6.1% | +10.2% | +4.7% |
| 30D | +14.0% | +4.2% | +9.8% | +13.6% |
| 3M | +9.2% | +9.6% | -0.4% | +8.3% |
| 6M | +27.8% | +1.9% | +25.9% | +27.2% |
| YTD | +39.2% | -22.3% | +61.5% | +41.6% |
| 1Y | +49.1% | -23.2% | +72.3% | +51.8% |
| 3Y | +109.7% | +58.5% | +51.2% | +98.5% |
| 5Y | +97.6% | +23.9% | +73.6% | +89.0% |
| 10Y | +214.1% | +536.7% | -322.6% | +162.4% |
| All | +1,157.8% | +21,742.8% | -20,585.1% | +777.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling