+216.5%
QCOM vs ISRG
+501.0%
-284.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +7.1% |
| 7D | +0.4% | +4.8% | -4.4% | -1.9% |
| 30D | -6.6% | +9.2% | -15.8% | -10.5% |
| 3M | +3.7% | +21.2% | -17.5% | -6.0% |
| 6M | -13.3% | +0.2% | -13.6% | -15.7% |
| YTD | -1.8% | -20.1% | +18.3% | +6.9% |
| 1Y | -2.5% | -17.3% | +14.8% | +4.1% |
| 3Y | +47.0% | +63.3% | -16.3% | +8.8% |
| 5Y | +13.1% | +24.1% | -11.0% | -7.7% |
| All | +216.5% | +501.0% | -284.6% | +31.8% |
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