+500.7%
ISRG vs AG
+89.9%
+410.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.5% |
| 7D | +4.8% | +6.3% | -1.5% | +4.2% |
| 30D | +9.2% | -8.9% | +18.2% | +10.1% |
| 3M | +21.2% | -12.2% | +33.4% | +22.1% |
| 6M | +0.2% | -28.3% | +28.5% | +2.3% |
| YTD | -20.1% | -8.8% | -11.2% | -21.2% |
| 1Y | -17.3% | +39.4% | -56.7% | -22.1% |
| 3Y | +63.3% | +229.4% | -166.1% | +36.3% |
| 5Y | +24.1% | +14.5% | +9.5% | +10.8% |
| All | +500.7% | +89.9% | +410.8% | +402.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling