+10.9%
JPM vs ISRG
-21.8%
+32.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -6.8% | +4.3% | -1.2% |
| 30D | +2.7% | +5.1% | -2.4% | +1.9% |
| 3M | -4.7% | +12.0% | -16.7% | -6.4% |
| 6M | +15.6% | +7.0% | +8.5% | +14.5% |
| YTD | +8.6% | -20.6% | +29.3% | +20.7% |
| 1Y | +10.9% | -21.4% | +32.3% | +24.7% |
| All | +10.9% | -21.8% | +32.7% | +24.7% |
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