+388.9%
LRCX vs ISRG
+17.7%
+371.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +9.5% | -5.0% | +14.6% | +11.8% |
| 30D | +3.1% | -10.2% | +13.3% | +7.6% |
| 3M | -3.4% | -17.2% | +13.8% | +3.2% |
| 6M | +49.7% | -28.4% | +78.1% | +74.0% |
| YTD | +84.9% | -37.6% | +122.5% | +134.4% |
| 1Y | +200.8% | -24.4% | +225.3% | +235.3% |
| All | +388.9% | +17.7% | +371.1% | +364.0% |
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