+2.0%
ISRG vs APA
+156.4%
-154.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.4% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -2.3% | +23.4% | -25.7% | -5.0% |
| 3M | -12.4% | +12.7% | -25.1% | -14.2% |
| 6M | -26.8% | +39.4% | -66.3% | -31.3% |
| YTD | -35.3% | +79.0% | -114.2% | -41.9% |
| 1Y | -19.3% | +88.8% | -108.2% | -28.7% |
| 3Y | +18.1% | +6.4% | +11.8% | +10.4% |
| All | +2.0% | +156.4% | -154.3% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling