+741.6%
QCOM vs ISRG
+18,108.6%
-17,367.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +3.3% | -1.6% | +4.9% | +3.7% |
| 30D | +7.7% | -2.3% | +10.0% | +8.1% |
| 3M | -30.1% | -12.4% | -17.6% | -28.5% |
| 6M | +22.8% | -26.8% | +49.7% | +30.0% |
| YTD | +0.2% | -35.3% | +35.4% | +8.8% |
| 1Y | +7.9% | -19.3% | +27.2% | +11.5% |
| 3Y | +55.8% | +18.1% | +37.7% | +49.0% |
| 5Y | +30.1% | +2.6% | +27.4% | +26.8% |
| 10Y | +248.9% | +379.4% | -130.5% | +160.7% |
| All | +741.6% | +18,108.6% | -17,367.0% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling