-76.8%
PATH vs ISRG
+28.9%
-105.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.0% |
| 7D | -5.6% | +4.4% | -10.0% | -8.3% |
| 30D | -0.7% | +15.8% | -16.4% | -9.4% |
| 3M | -5.9% | +24.9% | -30.7% | -18.3% |
| 6M | +21.6% | +3.8% | +17.8% | +15.6% |
| YTD | -20.6% | -17.3% | -3.3% | -12.2% |
| 1Y | -10.6% | -14.6% | +4.0% | -3.5% |
| 3Y | -24.9% | +68.2% | -93.1% | -55.0% |
| 5Y | -76.8% | +28.4% | -105.2% | -85.3% |
| All | -76.8% | +28.9% | -105.7% | -85.3% |
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