+533.8%
ISRG vs AG
+80.4%
+453.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.1% | -1.6% |
| 7D | -6.1% | -6.0% | -0.1% | -5.6% |
| 30D | +4.2% | -14.3% | +18.6% | +5.7% |
| 3M | +9.6% | -26.9% | +36.5% | +12.5% |
| 6M | +1.9% | -42.1% | +44.0% | +6.3% |
| YTD | -22.3% | -15.9% | -6.5% | -22.9% |
| 1Y | -23.2% | +11.5% | -34.7% | -26.1% |
| 3Y | +58.5% | +208.0% | -149.5% | +32.5% |
| 5Y | +23.9% | +2.4% | +21.5% | +11.5% |
| All | +533.8% | +80.4% | +453.5% | +429.9% |
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