+16.1%
JPM vs ISRG
-11.6%
+27.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.2% | +2.5% |
| 7D | +3.8% | +8.5% | -4.8% | +2.3% |
| 30D | +6.5% | +18.6% | -12.1% | +3.4% |
| 3M | -1.0% | +30.9% | -31.9% | -5.6% |
| 6M | +15.5% | +6.6% | +9.0% | +15.6% |
| YTD | +11.4% | -14.9% | +26.3% | +21.6% |
| 1Y | +16.1% | -10.5% | +26.6% | +23.9% |
| All | +16.1% | -11.6% | +27.6% | +23.9% |
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