+35.6%
PFE vs ISRG
+378.3%
-342.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +1.8% | -1.6% | +3.3% | +2.1% |
| 30D | +10.2% | -2.3% | +12.5% | +10.7% |
| 3M | +12.7% | -12.4% | +25.1% | +15.0% |
| 6M | +10.5% | -26.8% | +37.4% | +16.6% |
| YTD | +20.2% | -35.3% | +55.4% | +29.7% |
| 1Y | +24.1% | -19.3% | +43.4% | +27.8% |
| 3Y | -3.6% | +18.1% | -21.7% | -10.8% |
| 5Y | -20.9% | +2.6% | -23.5% | -26.2% |
| All | +35.6% | +378.3% | -342.7% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling