+19.2%
ISRG vs AG
+260.2%
-241.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.7% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -2.3% | +19.2% | -21.4% | -4.0% |
| 3M | -12.4% | +6.2% | -18.6% | -13.4% |
| 6M | -26.8% | -26.7% | -0.2% | -25.4% |
| YTD | -35.3% | +26.1% | -61.4% | -38.1% |
| 1Y | -19.3% | +131.7% | -151.0% | -28.8% |
| All | +19.2% | +260.2% | -241.0% | -6.9% |
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 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