+22,229.9%
ISRG vs APA
+165.3%
+22,064.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.9% |
| 7D | +4.8% | -15.5% | +20.3% | +8.1% |
| 30D | +9.2% | +2.4% | +6.8% | +8.3% |
| 3M | +21.2% | +22.8% | -1.6% | +15.2% |
| 6M | +0.2% | +17.9% | -17.7% | -4.7% |
| YTD | -20.1% | +87.7% | -107.7% | -32.2% |
| 1Y | -17.3% | +94.2% | -111.5% | -30.5% |
| 3Y | +63.3% | +27.2% | +36.1% | +44.2% |
| 5Y | +24.1% | +74.1% | -50.1% | -2.5% |
| 10Y | +507.0% | +2.6% | +504.3% | +319.5% |
| All | +22,229.9% | +165.3% | +22,064.6% | +12,836.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling