+1,502.4%
JPM vs ISRG
+22,246.8%
-20,744.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | +1.2% | +2.1% | -0.9% | +0.7% |
| 30D | +2.7% | +6.2% | -3.4% | +1.4% |
| 3M | -4.5% | +14.4% | -18.9% | -7.3% |
| 6M | +14.3% | 0.0% | +14.3% | +13.3% |
| YTD | +8.2% | -20.5% | +28.7% | +12.4% |
| 1Y | +10.0% | -21.9% | +31.9% | +14.6% |
| 3Y | +149.0% | +62.2% | +86.8% | +119.5% |
| 5Y | +131.0% | +25.2% | +105.8% | +110.5% |
| 10Y | +479.1% | +537.3% | -58.3% | +279.5% |
| All | +1,502.4% | +22,246.8% | -20,744.4% | +561.5% |
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 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