+46.2%
PFE vs ISRG
+521.1%
-474.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | -0.7% | +2.1% | -2.8% | -1.2% |
| 30D | +5.3% | +6.2% | -0.8% | +4.0% |
| 3M | +10.1% | +14.4% | -4.3% | +7.0% |
| 6M | +18.0% | 0.0% | +18.0% | +17.1% |
| YTD | +25.8% | -20.5% | +46.3% | +30.5% |
| 1Y | +28.4% | -21.9% | +50.3% | +33.6% |
| 3Y | +20.9% | +62.2% | -41.3% | +4.4% |
| 5Y | -21.5% | +25.2% | -46.7% | -29.7% |
| 10Y | +46.2% | +537.3% | -491.1% | -14.3% |
| All | +46.2% | +521.1% | -474.9% | -14.3% |
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 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