-81.1%
PATH vs ISRG
+67.1%
-148.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.1% |
| 7D | -5.6% | +4.4% | -10.0% | -8.2% |
| 30D | -0.7% | +15.8% | -16.4% | -9.1% |
| 3M | -5.9% | +24.9% | -30.7% | -17.9% |
| 6M | +21.6% | +3.8% | +17.8% | +15.8% |
| YTD | -20.6% | -17.3% | -3.3% | -12.6% |
| 1Y | -10.6% | -14.6% | +4.0% | -3.8% |
| 3Y | -24.9% | +68.2% | -93.1% | -53.3% |
| 5Y | -76.8% | +28.4% | -105.2% | -85.6% |
| All | -81.1% | +67.1% | -148.3% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling