+245.8%
QCOM vs ISRG
+537.7%
-291.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.0% | -6.8% | +8.7% | +5.4% |
| 30D | +1.2% | +5.1% | -3.9% | -1.2% |
| 3M | +9.1% | +12.0% | -2.9% | +2.8% |
| 6M | -25.0% | +7.0% | -32.0% | -29.2% |
| YTD | +4.8% | -20.6% | +25.5% | +14.5% |
| 1Y | +3.6% | -21.4% | +25.0% | +13.6% |
| 3Y | +51.5% | +62.0% | -10.5% | +12.4% |
| 5Y | +19.7% | +28.1% | -8.4% | -3.8% |
| 10Y | +245.8% | +550.7% | -304.9% | +39.1% |
| All | +245.8% | +537.7% | -291.9% | +39.1% |
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