+55.7%
ISRG vs APA
+43.6%
+12.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.2% |
| 7D | -6.1% | +9.6% | -15.7% | -6.5% |
| 30D | +4.2% | -0.2% | +4.5% | +4.1% |
| 3M | +9.6% | +19.8% | -10.2% | +8.1% |
| 6M | +1.9% | +30.1% | -28.2% | -0.3% |
| YTD | -22.3% | +100.4% | -122.8% | -29.1% |
| 1Y | -23.2% | +105.2% | -128.4% | -30.2% |
| All | +55.7% | +43.6% | +12.1% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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