+24.3%
ISRG vs AEM
+299.8%
-275.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.6% |
| 7D | +4.8% | +15.8% | -11.0% | +2.1% |
| 30D | +9.2% | +6.2% | +3.0% | +7.8% |
| 3M | +21.2% | +14.3% | +6.8% | +17.4% |
| 6M | +0.2% | +1.4% | -1.2% | -1.1% |
| YTD | -20.1% | +13.7% | -33.8% | -23.7% |
| 1Y | -17.3% | +21.3% | -38.7% | -22.2% |
| 3Y | +63.3% | +309.9% | -246.6% | +14.2% |
| All | +24.3% | +299.8% | -275.5% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling