+17.4%
ISRG vs AIG
+34.0%
-16.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.0% |
| 7D | -5.2% | -1.6% | -3.6% | -4.8% |
| 30D | -7.6% | -5.2% | -2.4% | -6.4% |
| 3M | -16.4% | +1.5% | -17.8% | -16.8% |
| 6M | -28.6% | -3.9% | -24.6% | -28.1% |
| YTD | -38.2% | -11.6% | -26.6% | -36.6% |
| 1Y | -25.5% | -2.9% | -22.6% | -25.9% |
| 3Y | +17.4% | +33.7% | -16.3% | +1.4% |
| All | +17.4% | +34.0% | -16.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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