+443.8%
LLY vs ISRG
+23.7%
+420.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | -4.5% | +4.8% | -9.3% | -5.6% |
| 30D | +13.9% | +9.2% | +4.7% | +11.4% |
| 3M | +13.8% | +21.2% | -7.4% | +8.5% |
| 6M | +37.6% | +0.2% | +37.4% | +36.3% |
| YTD | +26.6% | -20.1% | +46.7% | +32.3% |
| 1Y | +45.3% | -17.3% | +62.7% | +50.7% |
| 3Y | +132.2% | +63.3% | +68.9% | +108.8% |
| All | +443.8% | +23.7% | +420.1% | +392.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling