+378.3%
ISRG vs AA
+113.3%
+265.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -2.3% | +5.0% | -7.2% | -3.3% |
| 3M | -12.4% | -35.8% | +23.4% | -5.5% |
| 6M | -26.8% | -18.4% | -8.4% | -25.2% |
| YTD | -35.3% | -5.5% | -29.8% | -36.1% |
| 1Y | -19.3% | +61.0% | -80.3% | -28.8% |
| 3Y | +18.1% | +66.2% | -48.1% | -1.1% |
| 5Y | +2.6% | +11.4% | -8.7% | -11.8% |
| All | +378.3% | +113.3% | +265.0% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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