+481.0%
JPM vs ISRG
+537.7%
-56.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -6.8% | +4.3% | -0.2% |
| 30D | +2.7% | +5.1% | -2.4% | +0.9% |
| 3M | -4.7% | +12.0% | -16.7% | -8.6% |
| 6M | +15.6% | +7.0% | +8.5% | +11.3% |
| YTD | +8.6% | -20.6% | +29.3% | +15.7% |
| 1Y | +10.9% | -21.4% | +32.3% | +18.5% |
| 3Y | +149.9% | +62.0% | +87.9% | +98.8% |
| 5Y | +131.9% | +28.1% | +103.8% | +94.0% |
| 10Y | +481.0% | +550.7% | -69.7% | +203.9% |
| All | +481.0% | +537.7% | -56.7% | +203.9% |
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 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