+28.1%
ISRG vs AIG
+58.0%
-29.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | -6.8% | +1.4% | -8.2% | -7.2% |
| 30D | +5.1% | +6.6% | -1.5% | +2.8% |
| 3M | +12.0% | +7.9% | +4.2% | +9.1% |
| 6M | +7.0% | +10.4% | -3.4% | +3.1% |
| YTD | -20.6% | -1.3% | -19.3% | -20.9% |
| 1Y | -21.4% | +11.5% | -32.9% | -25.4% |
| 3Y | +62.0% | +38.8% | +23.2% | +38.4% |
| 5Y | +28.1% | +57.8% | -29.7% | +1.9% |
| All | +28.1% | +58.0% | -29.8% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling