+7.7%
ISRG vs AGNC
+26.7%
-18.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +0.7% | -4.7% | +5.4% | +2.8% |
| 30D | -8.0% | -5.7% | -2.3% | -5.6% |
| 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% | -36.2% |
| 1Y | -19.0% | +13.6% | -32.6% | -24.1% |
| 3Y | +22.1% | +60.4% | -38.3% | -3.2% |
| All | +7.7% | +26.7% | -18.9% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling