+133.0%
WMT vs ISRG
+54.2%
+78.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.8% |
| 7D | -1.2% | -6.1% | +4.9% | -0.2% |
| 30D | +12.4% | +4.2% | +8.2% | +11.6% |
| 3M | +9.0% | +9.6% | -0.6% | +7.3% |
| 6M | -3.0% | +1.9% | -4.8% | -3.8% |
| YTD | +14.0% | -22.3% | +36.3% | +17.5% |
| 1Y | +23.0% | -23.2% | +46.2% | +26.9% |
| All | +133.0% | +54.2% | +78.8% | +161.3% |
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