+3.2%
QCOM vs ISRG
-19.6%
+22.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +5.5% | +2.1% | +3.4% | +5.3% |
| 30D | -1.1% | +6.2% | -7.3% | -1.6% |
| 3M | +7.6% | +14.4% | -6.8% | +6.3% |
| 6M | -20.1% | 0.0% | -20.1% | -18.4% |
| YTD | +3.0% | -20.5% | +23.6% | +19.4% |
| 1Y | +3.2% | -21.9% | +25.1% | +20.6% |
| All | +3.2% | -19.6% | +22.9% | +20.6% |
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 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