+26,731.7%
ISRG vs AGI
+5,459.2%
+21,272.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -2.3% | +18.2% | -20.5% | -3.2% |
| 3M | -12.4% | -4.1% | -8.3% | -12.4% |
| 6M | -26.8% | -28.7% | +1.9% | -25.8% |
| YTD | -35.3% | -4.0% | -31.3% | -35.4% |
| 1Y | -19.3% | +17.4% | -36.7% | -20.5% |
| 3Y | +18.1% | +203.0% | -184.9% | +10.5% |
| 5Y | +2.6% | +376.7% | -374.0% | -6.4% |
| 10Y | +379.4% | +407.5% | -28.1% | +327.5% |
| All | +26,731.7% | +5,459.2% | +21,272.5% | +21,383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling