+1,360.5%
AAPL vs ISRG
+537.5%
+823.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | +3.1% | -6.1% | +9.2% | +6.0% |
| 30D | +4.0% | +4.2% | -0.2% | +1.8% |
| 3M | +17.4% | +9.6% | +7.8% | +11.9% |
| 6M | +20.5% | +1.9% | +18.6% | +16.9% |
| YTD | +30.9% | -22.3% | +53.2% | +43.6% |
| 1Y | +30.1% | -23.2% | +53.3% | +43.2% |
| 3Y | +92.7% | +58.5% | +34.2% | +40.5% |
| 5Y | +142.2% | +23.9% | +118.3% | +92.4% |
| All | +1,360.5% | +537.5% | +823.0% | +498.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling