-10.5%
ISRG vs AG
+29.4%
-39.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.1% | +0.2% | +8.8% |
| 7D | +8.5% | -2.6% | +11.1% | +8.6% |
| 30D | +18.6% | -12.1% | +30.7% | +19.2% |
| 3M | +30.9% | -6.6% | +37.5% | +30.6% |
| 6M | +6.6% | -20.5% | +27.0% | +6.7% |
| YTD | -14.9% | -7.4% | -7.4% | -16.8% |
| 1Y | -10.5% | +33.4% | -43.9% | -14.6% |
| All | -10.5% | +29.4% | -39.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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