+365.2%
ISRG vs AG
+82.3%
+282.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -10.2% | +12.5% | -22.7% | -11.3% |
| 3M | -17.2% | +28.2% | -45.4% | -19.4% |
| 6M | -28.4% | -18.8% | -9.6% | -27.8% |
| YTD | -37.6% | +27.4% | -65.0% | -40.2% |
| 1Y | -24.4% | +132.2% | -156.6% | -32.4% |
| 3Y | +18.4% | +286.9% | -268.4% | -2.4% |
| 5Y | -1.0% | +72.8% | -73.7% | -14.4% |
| All | +365.2% | +82.3% | +282.9% | +289.1% |
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