+374.7%
ISRG vs AG
+73.4%
+301.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +2.5% |
| 7D | -2.5% | -5.8% | +3.3% | -2.0% |
| 30D | -10.2% | +6.4% | -16.5% | -10.8% |
| 3M | -12.5% | +28.4% | -40.9% | -14.9% |
| 6M | -25.8% | -24.5% | -1.3% | -24.6% |
| YTD | -36.4% | +21.2% | -57.5% | -38.7% |
| 1Y | -19.9% | +114.1% | -134.0% | -27.8% |
| 3Y | +20.9% | +268.0% | -247.2% | +0.1% |
| 5Y | +5.7% | +67.3% | -61.7% | -8.4% |
| All | +374.7% | +73.4% | +301.3% | +298.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling