+372.0%
LLY vs ISRG
+2.5%
+369.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -2.1% | -1.6% | -0.6% | -1.8% |
| 30D | -1.6% | -2.3% | +0.7% | -1.1% |
| 3M | +2.3% | -12.4% | +14.7% | +5.0% |
| 6M | +14.9% | -26.8% | +41.7% | +23.1% |
| YTD | +7.5% | -35.3% | +42.7% | +18.5% |
| 1Y | +55.7% | -19.3% | +75.0% | +62.0% |
| 3Y | +110.6% | +18.1% | +92.5% | +102.4% |
| All | +372.0% | +2.5% | +369.5% | +367.7% |
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