+3,546.5%
LRCX vs ISRG
+380.4%
+3,166.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.7% | -7.0% |
| 7D | +1.8% | -2.5% | +4.4% | +3.2% |
| 30D | -4.3% | -10.2% | +5.9% | +1.8% |
| 3M | -7.3% | -12.5% | +5.2% | -3.2% |
| 6M | +38.6% | -25.8% | +64.4% | +60.6% |
| YTD | +74.4% | -36.4% | +110.8% | +125.2% |
| 1Y | +179.1% | -19.9% | +199.0% | +202.3% |
| 3Y | +357.7% | +20.9% | +336.8% | +261.7% |
| 5Y | +424.9% | +5.7% | +419.2% | +336.6% |
| All | +3,546.5% | +380.4% | +3,166.1% | +949.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling