+137.8%
LLY vs ISRG
+54.2%
+83.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +4.6% | -6.1% | +10.7% | +6.4% |
| 30D | +22.4% | +4.2% | +18.1% | +20.7% |
| 3M | +17.1% | +9.6% | +7.5% | +13.8% |
| 6M | +44.6% | +1.9% | +42.8% | +42.6% |
| YTD | +33.5% | -22.3% | +55.8% | +43.1% |
| 1Y | +41.1% | -23.2% | +64.3% | +51.8% |
| All | +137.8% | +54.2% | +83.6% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling