+246.0%
ORCL vs ISRG
+521.1%
-275.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | -6.5% | +2.1% | -8.6% | -7.4% |
| 30D | -16.6% | +6.2% | -22.7% | -18.6% |
| 3M | -21.6% | +14.4% | -36.0% | -25.8% |
| 6M | -39.4% | 0.0% | -39.4% | -40.5% |
| YTD | -38.7% | -20.5% | -18.1% | -34.4% |
| 1Y | -50.4% | -21.9% | -28.5% | -46.6% |
| 3Y | +8.1% | +62.2% | -54.1% | -12.7% |
| 5Y | +34.5% | +25.2% | +9.3% | +15.6% |
| 10Y | +246.0% | +537.3% | -291.3% | +83.0% |
| All | +246.0% | +521.1% | -275.1% | +83.0% |
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 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