+45.3%
LLY vs ISRG
-17.2%
+62.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.1% |
| 7D | -4.5% | +4.8% | -9.3% | -5.5% |
| 30D | +13.9% | +9.2% | +4.7% | +11.6% |
| 3M | +13.8% | +21.2% | -7.4% | +9.1% |
| 6M | +37.6% | +0.2% | +37.4% | +37.9% |
| YTD | +26.6% | -20.1% | +46.7% | +37.2% |
| 1Y | +45.3% | -17.3% | +62.7% | +54.6% |
| All | +45.3% | -17.2% | +62.6% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling