+374.7%
ISRG vs AFL
+300.4%
+74.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.2% |
| 7D | -2.5% | -3.3% | +0.8% | -1.0% |
| 30D | -10.2% | -5.0% | -5.2% | -8.1% |
| 3M | -12.5% | -1.8% | -10.8% | -12.0% |
| 6M | -25.8% | +4.8% | -30.7% | -27.9% |
| YTD | -36.4% | +5.4% | -41.8% | -38.5% |
| 1Y | -19.9% | +9.0% | -28.9% | -23.9% |
| 3Y | +20.9% | +63.0% | -42.2% | -7.8% |
| 5Y | +5.7% | +134.5% | -128.8% | -33.7% |
| All | +374.7% | +300.4% | +74.3% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AFL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling