+11.2%
QCOM vs ISRG
+23.7%
-12.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.4% |
| 3M | +3.7% | +21.2% | -17.5% | -5.9% |
| 6M | -13.3% | +0.2% | -13.6% | -15.4% |
| YTD | -1.8% | -20.1% | +18.3% | +8.1% |
| 1Y | -2.5% | -17.3% | +14.8% | +5.2% |
| 3Y | +47.0% | +63.3% | -16.3% | +6.3% |
| All | +11.2% | +23.7% | -12.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling