+346.9%
ORCL vs ISRG
+378.3%
-31.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +5.3% | -1.6% | +6.8% | +5.9% |
| 30D | +10.0% | -2.3% | +12.2% | +10.8% |
| 3M | -32.6% | -12.4% | -20.1% | -30.0% |
| 6M | +4.9% | -26.8% | +31.8% | +16.1% |
| YTD | -17.8% | -35.3% | +17.5% | -4.8% |
| 1Y | -28.0% | -19.3% | -8.7% | -24.1% |
| 3Y | +36.0% | +18.1% | +17.9% | +23.8% |
| 5Y | +88.7% | +2.6% | +86.1% | +75.0% |
| All | +346.9% | +378.3% | -31.4% | +151.7% |
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