+1,505.9%
JPM vs ISRG
+21,742.8%
-20,236.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.3% |
| 7D | +1.6% | -6.1% | +7.7% | +3.0% |
| 30D | +3.4% | +4.2% | -0.8% | +2.5% |
| 3M | -5.7% | +9.6% | -15.3% | -7.7% |
| 6M | +13.5% | +1.9% | +11.7% | +12.1% |
| YTD | +8.4% | -22.3% | +30.8% | +13.1% |
| 1Y | +9.1% | -23.2% | +32.2% | +14.0% |
| 3Y | +149.5% | +58.5% | +91.0% | +121.0% |
| 5Y | +132.6% | +23.9% | +108.7% | +112.4% |
| 10Y | +480.0% | +536.7% | -56.7% | +280.5% |
| All | +1,505.9% | +21,742.8% | -20,236.9% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling