+585.7%
JPM vs ISRG
+380.4%
+205.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -1.0% |
| 7D | -2.3% | -2.5% | +0.2% | -1.6% |
| 30D | -2.3% | -10.2% | +7.8% | +1.0% |
| 3M | +14.9% | -12.5% | +27.4% | +18.7% |
| 6M | +23.6% | -25.8% | +49.4% | +34.6% |
| YTD | +11.3% | -36.4% | +47.6% | +27.6% |
| 1Y | +19.9% | -19.9% | +39.8% | +26.0% |
| 3Y | +162.6% | +20.9% | +141.7% | +131.7% |
| 5Y | +154.6% | +5.7% | +149.0% | +127.3% |
| All | +585.7% | +380.4% | +205.3% | +314.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling