+5,397.9%
ANET vs ISRG
+776.3%
+4,621.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.1% | -3.1% |
| 7D | -1.3% | -2.5% | +1.3% | -0.1% |
| 30D | -4.5% | -10.2% | +5.7% | +0.7% |
| 3M | +24.5% | -12.5% | +37.0% | +30.5% |
| 6M | +35.4% | -25.8% | +61.2% | +54.0% |
| YTD | +44.2% | -36.4% | +80.6% | +78.6% |
| 1Y | +25.4% | -19.9% | +45.3% | +34.6% |
| 3Y | +284.8% | +20.9% | +263.9% | +223.1% |
| 5Y | +761.7% | +5.7% | +756.0% | +651.3% |
| 10Y | +3,691.2% | +379.7% | +3,311.4% | +1,387.9% |
| All | +5,397.9% | +776.3% | +4,621.6% | +1,751.0% |
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