+20.3%
JPM vs ISRG
-16.8%
+37.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | -0.2% | -2.3% | +2.1% | +0.1% |
| 3M | +15.9% | -12.4% | +28.3% | +17.6% |
| 6M | +20.9% | -26.8% | +47.8% | +25.7% |
| YTD | +12.9% | -35.3% | +48.1% | +18.3% |
| 1Y | +20.3% | -19.3% | +39.6% | +26.8% |
| All | +20.3% | -16.8% | +37.1% | +26.8% |
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 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