+2.3%
QCOM vs ISRG
-11.6%
+13.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.4% | -4.1% | +3.9% |
| 7D | -5.3% | +8.5% | -13.9% | -6.4% |
| 30D | -4.2% | +18.6% | -22.8% | -6.1% |
| 3M | +7.0% | +30.9% | -23.9% | +3.7% |
| 6M | +3.8% | +6.6% | -2.8% | +5.0% |
| YTD | +2.8% | -14.9% | +17.7% | +17.1% |
| 1Y | +2.3% | -10.5% | +12.8% | +13.8% |
| All | +2.3% | -11.6% | +13.8% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling