+10.2%
ORCL vs ISRG
+62.8%
-52.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.9% |
| 7D | -11.2% | +4.8% | -16.0% | -12.6% |
| 30D | -18.8% | +9.2% | -28.1% | -21.3% |
| 3M | -18.8% | +21.2% | -39.9% | -24.2% |
| 6M | -39.7% | +0.2% | -40.0% | -40.5% |
| YTD | -39.6% | -20.1% | -19.6% | -34.8% |
| 1Y | -51.7% | -17.3% | -34.4% | -48.5% |
| 3Y | +10.2% | +63.3% | -53.1% | -3.2% |
| All | +10.2% | +62.8% | -52.6% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling