+23.4%
ISRG vs AA
+75.5%
-52.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.1% |
| 3M | -12.4% | -35.8% | +23.4% | -7.3% |
| 6M | -26.8% | -18.4% | -8.4% | -25.8% |
| YTD | -35.3% | -5.5% | -29.8% | -36.2% |
| 1Y | -19.3% | +61.0% | -80.3% | -27.8% |
| All | +23.4% | +75.5% | -52.1% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling