+19.2%
ISRG vs AGG
+12.6%
+6.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.6% |
| 7D | -2.5% | -0.9% | -1.6% | -1.7% |
| 30D | -10.2% | -1.0% | -9.2% | -9.4% |
| 3M | -12.5% | -1.3% | -11.2% | -11.5% |
| 6M | -25.8% | -2.1% | -23.7% | -24.4% |
| YTD | -36.4% | -1.2% | -35.1% | -35.6% |
| 1Y | -19.9% | -0.5% | -19.4% | -19.3% |
| All | +19.2% | +12.6% | +6.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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