-28.0%
ORCL vs ISRG
-16.8%
-11.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +5.3% | -1.6% | +6.8% | +5.5% |
| 30D | +10.0% | -2.3% | +12.2% | +10.3% |
| 3M | -32.6% | -12.4% | -20.1% | -32.2% |
| 6M | +4.9% | -26.8% | +31.8% | +6.8% |
| YTD | -17.8% | -35.3% | +17.5% | -18.3% |
| 1Y | -28.0% | -19.3% | -8.7% | -17.2% |
| All | -28.0% | -16.8% | -11.2% | -17.2% |
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