+2,024.1%
LLY vs ISRG
+521.1%
+1,503.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.0% |
| 7D | +1.6% | +2.1% | -0.5% | +0.9% |
| 30D | +21.5% | +6.2% | +15.3% | +19.3% |
| 3M | +16.4% | +14.4% | +2.0% | +12.0% |
| 6M | +51.5% | 0.0% | +51.5% | +49.8% |
| YTD | +33.9% | -20.5% | +54.5% | +40.7% |
| 1Y | +49.1% | -21.9% | +71.0% | +57.4% |
| 3Y | +144.6% | +62.2% | +82.4% | +110.5% |
| 5Y | +466.3% | +25.2% | +441.1% | +408.1% |
| 10Y | +2,024.1% | +537.3% | +1,486.8% | +1,200.3% |
| All | +2,024.1% | +521.1% | +1,503.0% | +1,200.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling