+34.2%
ORCL vs ISRG
+25.0%
+9.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.8% |
| 7D | -6.5% | +2.1% | -8.6% | -7.3% |
| 30D | -16.6% | +6.2% | -22.7% | -18.4% |
| 3M | -21.6% | +14.4% | -36.0% | -25.6% |
| 6M | -39.4% | 0.0% | -39.4% | -40.3% |
| YTD | -38.7% | -20.5% | -18.1% | -34.3% |
| 1Y | -50.4% | -21.9% | -28.5% | -46.5% |
| 3Y | +8.1% | +62.2% | -54.1% | -11.0% |
| All | +34.2% | +25.0% | +9.2% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling