+1,571.7%
JPM vs ISRG
+18,108.6%
-16,536.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.3% | -1.6% | +1.9% | +0.6% |
| 30D | -0.2% | -2.3% | +2.1% | +0.2% |
| 3M | +15.9% | -12.4% | +28.3% | +18.4% |
| 6M | +20.9% | -26.8% | +47.8% | +28.0% |
| YTD | +12.9% | -35.3% | +48.1% | +22.6% |
| 1Y | +20.3% | -19.3% | +39.6% | +24.1% |
| 3Y | +160.9% | +18.1% | +142.8% | +145.8% |
| 5Y | +154.8% | +2.6% | +152.2% | +142.3% |
| 10Y | +591.1% | +379.4% | +211.7% | +379.8% |
| All | +1,571.7% | +18,108.6% | -16,536.9% | +621.5% |
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