+5.2%
ISRG vs AJG
+76.5%
-71.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -2.5% | -8.5% | +6.0% | +1.7% |
| 30D | -10.2% | -3.8% | -6.4% | -8.6% |
| 3M | -12.5% | +10.8% | -23.3% | -17.1% |
| 6M | -25.8% | +15.6% | -41.4% | -31.6% |
| YTD | -36.4% | -5.1% | -31.2% | -35.3% |
| 1Y | -19.9% | -16.0% | -3.9% | -12.8% |
| 3Y | +20.9% | +9.7% | +11.1% | +4.1% |
| All | +5.2% | +76.5% | -71.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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