-3.0%
WMT vs ISRG
+3.5%
-6.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.9% |
| 7D | -1.2% | -6.1% | +4.9% | +0.2% |
| 30D | +12.4% | +4.2% | +8.2% | +11.2% |
| 3M | +9.0% | +9.6% | -0.6% | +6.6% |
| 6M | -3.0% | +1.9% | -4.8% | -4.2% |
| All | -3.0% | +3.5% | -6.5% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling