-1.0%
ISRG vs AON
+9.3%
-10.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +2.5% |
| 7D | -5.0% | -7.9% | +2.9% | -1.3% |
| 30D | -10.2% | -14.6% | +4.4% | -3.8% |
| 3M | -17.2% | -7.9% | -9.3% | -14.6% |
| 6M | -28.4% | -8.0% | -20.4% | -26.5% |
| YTD | -37.6% | -13.2% | -24.4% | -34.3% |
| 1Y | -24.4% | -16.4% | -8.0% | -19.0% |
| 3Y | +18.4% | -6.7% | +25.1% | +16.3% |
| 5Y | -1.0% | +8.0% | -9.0% | -17.4% |
| All | -1.0% | +9.3% | -10.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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