+251.6%
ORCL vs ISRG
+524.5%
-272.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.6% |
| 7D | +0.5% | +5.4% | -4.9% | -1.6% |
| 30D | -15.3% | +8.6% | -23.9% | -18.0% |
| 3M | -18.2% | +21.6% | -39.8% | -24.3% |
| 6M | -38.4% | +2.3% | -40.8% | -40.1% |
| YTD | -37.7% | -18.7% | -19.0% | -33.9% |
| 1Y | -49.3% | -17.8% | -31.5% | -46.4% |
| 3Y | +10.6% | +69.1% | -58.4% | -12.0% |
| 5Y | +35.5% | +26.5% | +9.0% | +16.0% |
| 10Y | +251.6% | +536.3% | -284.7% | +85.5% |
| All | +251.6% | +524.5% | -272.9% | +85.5% |
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