+386.2%
ISRG vs AGNC
+83.7%
+302.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +0.7% | -4.7% | +5.4% | +2.6% |
| 30D | -8.0% | -5.7% | -2.3% | -5.8% |
| 3M | -10.6% | +1.9% | -12.5% | -11.3% |
| 6M | -25.1% | +1.8% | -26.9% | -25.8% |
| YTD | -34.8% | +3.4% | -38.3% | -36.0% |
| 1Y | -19.0% | +13.6% | -32.6% | -23.6% |
| 3Y | +22.1% | +60.4% | -38.3% | -1.2% |
| 5Y | +8.2% | +27.0% | -18.8% | -5.3% |
| All | +386.2% | +83.7% | +302.5% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 10y: compounded portfolio wealth divided by compounded AGNC 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…
10y analysis · Full analysis span regression · 6 months rolling