-49.5%
ORCL vs ISRG
-11.6%
-37.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.4% | -11.3% | -3.7% |
| 7D | -14.4% | +8.5% | -22.9% | -15.8% |
| 30D | -12.8% | +18.6% | -31.4% | -16.0% |
| 3M | -14.8% | +30.9% | -45.7% | -20.0% |
| 6M | -30.9% | +6.6% | -37.5% | -30.7% |
| YTD | -35.7% | -14.9% | -20.8% | -28.1% |
| 1Y | -49.5% | -10.5% | -38.9% | -44.4% |
| All | -49.5% | -11.6% | -37.9% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling