-21.4%
ISRG vs AA
+6.6%
-28.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.3% |
| 7D | -6.8% | +1.1% | -7.9% | -6.8% |
| 30D | +5.1% | -1.3% | +6.4% | +5.2% |
| 3M | +12.0% | -23.9% | +36.0% | +14.1% |
| 6M | +7.0% | -36.8% | +43.8% | +9.0% |
| YTD | -20.6% | -22.2% | +1.5% | -21.3% |
| 1Y | -21.4% | +10.4% | -31.8% | -25.4% |
| All | -21.4% | +6.6% | -28.1% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling