-21.5%
PFE vs ISRG
+23.7%
-45.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -1.3% |
| 7D | -3.7% | +4.8% | -8.5% | -4.2% |
| 30D | +5.0% | +9.2% | -4.3% | +4.0% |
| 3M | +12.2% | +21.2% | -9.0% | +10.0% |
| 6M | +14.6% | +0.2% | +14.3% | +14.1% |
| YTD | +24.1% | -20.1% | +44.2% | +26.1% |
| 1Y | +26.6% | -17.3% | +43.9% | +28.2% |
| 3Y | +14.3% | +63.3% | -49.0% | +7.8% |
| All | -21.5% | +23.7% | -45.2% | -34.6% |
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