+2,043.2%
LLY vs ISRG
+501.0%
+1,542.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | -4.5% | +4.8% | -9.3% | -5.8% |
| 30D | +13.9% | +9.2% | +4.7% | +11.1% |
| 3M | +13.8% | +21.2% | -7.4% | +7.9% |
| 6M | +37.6% | +0.2% | +37.4% | +36.1% |
| YTD | +26.6% | -20.1% | +46.7% | +32.7% |
| 1Y | +45.3% | -17.3% | +62.7% | +51.0% |
| 3Y | +132.2% | +63.3% | +68.9% | +100.1% |
| 5Y | +434.7% | +24.1% | +410.6% | +381.9% |
| All | +2,043.2% | +501.0% | +1,542.2% | +1,371.3% |
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