+51.9%
QCOM vs ISRG
+57.5%
-5.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.0% | -6.8% | +8.7% | +4.7% |
| 30D | +1.2% | +5.1% | -3.9% | -0.6% |
| 3M | +9.1% | +12.0% | -2.9% | +4.2% |
| 6M | -25.0% | +7.0% | -32.0% | -27.9% |
| YTD | +4.8% | -20.6% | +25.5% | +16.8% |
| 1Y | +3.6% | -21.4% | +25.0% | +15.9% |
| All | +51.9% | +57.5% | -5.6% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling