+59.1%
ISRG vs AG
+219.6%
-160.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -6.8% | -4.0% | -2.7% | -6.4% |
| 30D | +5.1% | -13.1% | +18.2% | +6.4% |
| 3M | +12.0% | -22.0% | +34.1% | +14.1% |
| 6M | +7.0% | -37.3% | +44.3% | +10.7% |
| YTD | -20.6% | -11.2% | -9.5% | -22.0% |
| 1Y | -21.4% | +23.9% | -45.4% | -25.9% |
| All | +59.1% | +219.6% | -160.4% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling