+152.8%
JPM vs ISRG
-2.6%
+155.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.3% |
| 7D | -0.4% | -5.2% | +4.8% | +0.9% |
| 30D | -1.1% | -7.6% | +6.4% | +0.7% |
| 3M | +14.1% | -16.4% | +30.5% | +18.5% |
| 6M | +23.3% | -28.6% | +51.9% | +33.1% |
| YTD | +11.3% | -38.2% | +49.4% | +24.8% |
| 1Y | +23.0% | -25.5% | +48.5% | +30.6% |
| 3Y | +162.6% | +17.4% | +145.1% | +143.3% |
| 5Y | +152.8% | -3.0% | +155.7% | +132.5% |
| All | +152.8% | -2.6% | +155.3% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling