-49.6%
ORCL vs ISRG
-17.8%
-31.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.8% |
| 7D | +0.5% | +5.4% | -4.9% | -0.6% |
| 30D | -15.3% | +8.6% | -23.9% | -16.8% |
| 3M | -18.2% | +21.6% | -39.8% | -21.9% |
| 6M | -38.4% | +2.3% | -40.8% | -37.8% |
| YTD | -37.7% | -18.7% | -19.0% | -28.9% |
| All | -49.6% | -17.8% | -31.8% | -42.2% |
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