+162.3%
JPM vs ISRG
+17.7%
+144.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | -0.4% | -5.0% | +4.6% | +0.7% |
| 30D | -1.4% | -10.2% | +8.8% | +0.8% |
| 3M | +13.9% | -17.2% | +31.1% | +18.1% |
| 6M | +23.5% | -28.4% | +52.0% | +32.4% |
| YTD | +11.6% | -37.6% | +49.3% | +23.6% |
| 1Y | +21.4% | -24.4% | +45.8% | +27.9% |
| All | +162.3% | +17.7% | +144.5% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling