+16.8%
ISRG vs AGI
+214.4%
-197.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -5.0% | +2.2% | -7.2% | -5.3% |
| 30D | -10.2% | +11.3% | -21.5% | -11.8% |
| 3M | -17.2% | +5.6% | -22.8% | -18.3% |
| 6M | -28.4% | -27.7% | -0.8% | -25.5% |
| YTD | -37.6% | -4.1% | -33.5% | -38.3% |
| 1Y | -24.4% | +13.8% | -38.2% | -28.1% |
| All | +16.8% | +214.4% | -197.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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