-19.3%
ISRG vs AEM
+40.5%
-59.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -2.3% | +24.0% | -26.3% | -4.8% |
| 3M | -12.4% | +16.1% | -28.5% | -14.1% |
| 6M | -26.8% | -11.6% | -15.2% | -26.1% |
| YTD | -35.3% | +21.5% | -56.8% | -37.0% |
| 1Y | -19.3% | +39.2% | -58.5% | -26.0% |
| All | -19.3% | +40.5% | -59.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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