-25.5%
ISRG vs AG
+123.1%
-148.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.4% |
| 7D | -5.2% | +4.5% | -9.7% | -5.4% |
| 30D | -7.6% | +12.9% | -20.4% | -8.3% |
| 3M | -16.4% | +20.9% | -37.3% | -17.5% |
| 6M | -28.6% | -19.5% | -9.0% | -28.3% |
| YTD | -38.2% | +24.8% | -63.0% | -39.3% |
| 1Y | -25.5% | +120.2% | -145.7% | -29.3% |
| All | -25.5% | +123.1% | -148.6% | -29.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling