+2,613.1%
LLY vs ISRG
+18,108.6%
-15,495.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -2.1% | -1.6% | -0.6% | -1.9% |
| 30D | -1.6% | -2.3% | +0.7% | -1.3% |
| 3M | +2.3% | -12.4% | +14.7% | +3.8% |
| 6M | +14.9% | -26.8% | +41.7% | +19.3% |
| YTD | +7.5% | -35.3% | +42.7% | +13.3% |
| 1Y | +55.7% | -19.3% | +75.0% | +59.1% |
| 3Y | +110.6% | +18.1% | +92.5% | +104.3% |
| 5Y | +363.4% | +2.6% | +360.8% | +351.3% |
| 10Y | +1,649.0% | +379.4% | +1,269.5% | +1,308.6% |
| All | +2,613.1% | +18,108.6% | -15,495.4% | +1,580.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling