+242.8%
QCOM vs ISRG
+521.1%
-278.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.3% |
| 7D | +5.5% | +2.1% | +3.4% | +4.4% |
| 30D | -1.1% | +6.2% | -7.3% | -3.9% |
| 3M | +7.6% | +14.4% | -6.8% | +0.3% |
| 6M | -20.1% | 0.0% | -20.1% | -22.2% |
| YTD | +3.0% | -20.5% | +23.6% | +12.5% |
| 1Y | +3.2% | -21.9% | +25.1% | +13.5% |
| 3Y | +48.9% | +62.2% | -13.3% | +10.5% |
| 5Y | +21.1% | +25.2% | -4.1% | -1.7% |
| 10Y | +242.8% | +537.3% | -294.6% | +40.8% |
| All | +242.8% | +521.1% | -278.3% | +40.8% |
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 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