+47.0%
LLY vs ISRG
-17.8%
+64.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.9% |
| 7D | +0.1% | +5.4% | -5.4% | -1.1% |
| 30D | +19.7% | +8.6% | +11.1% | +17.5% |
| 3M | +19.3% | +21.6% | -2.3% | +14.3% |
| 6M | +49.3% | +2.3% | +47.0% | +48.8% |
| YTD | +32.0% | -18.7% | +50.7% | +41.5% |
| All | +47.0% | -17.8% | +64.7% | +58.6% |
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