+22,229.9%
ISRG vs AA
-24.2%
+22,254.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -4.1% |
| 7D | +4.8% | +0.9% | +3.9% | +4.6% |
| 30D | +9.2% | -6.7% | +15.9% | +10.9% |
| 3M | +21.2% | -16.3% | +37.5% | +25.8% |
| 6M | +0.2% | -37.1% | +37.3% | +10.4% |
| YTD | -20.1% | -25.0% | +5.0% | -17.1% |
| 1Y | -17.3% | +8.6% | -25.9% | -22.4% |
| 3Y | +63.3% | +57.2% | +6.1% | +30.4% |
| 5Y | +24.1% | -13.0% | +37.1% | +7.4% |
| 10Y | +507.0% | +65.5% | +441.4% | +253.0% |
| All | +22,229.9% | -24.2% | +22,254.1% | +12,148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling