+791.3%
ANET vs ISRG
+7.4%
+783.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.2% | +4.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.6% |
| 30D | -5.2% | -8.0% | +2.8% | -1.5% |
| 3M | +27.6% | -10.6% | +38.2% | +32.0% |
| 6M | +44.4% | -25.1% | +69.5% | +63.1% |
| YTD | +52.3% | -34.8% | +87.1% | +85.4% |
| 1Y | +30.4% | -19.0% | +49.4% | +39.0% |
| 3Y | +313.3% | +22.1% | +291.2% | +248.2% |
| All | +791.3% | +7.4% | +783.9% | +692.6% |
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