+465.0%
JPM vs ISRG
+542.9%
-77.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.7% |
| 7D | +3.5% | -2.0% | +5.5% | +4.2% |
| 30D | +3.3% | +5.6% | -2.3% | +1.3% |
| 3M | -4.2% | +10.5% | -14.7% | -7.7% |
| 6M | +16.4% | +2.6% | +13.8% | +13.8% |
| YTD | +9.5% | -21.7% | +31.2% | +17.2% |
| 1Y | +14.0% | -21.6% | +35.6% | +21.8% |
| 3Y | +153.1% | +57.0% | +96.0% | +103.6% |
| 5Y | +134.9% | +25.0% | +109.9% | +98.4% |
| All | +465.0% | +542.9% | -77.9% | +197.8% |
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