+376.2%
ISRG vs APD
+164.4%
+211.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | -1.6% | -2.2% | +0.6% | -0.5% |
| 30D | -2.3% | +2.1% | -4.4% | -3.3% |
| 3M | -12.4% | +7.2% | -19.6% | -15.8% |
| 6M | -26.8% | +11.2% | -38.1% | -31.4% |
| YTD | -35.3% | +24.4% | -59.6% | -43.1% |
| 1Y | -19.3% | +6.7% | -26.0% | -23.6% |
| 3Y | +18.1% | +9.2% | +8.9% | +6.0% |
| 5Y | +2.6% | +27.4% | -24.7% | -18.4% |
| All | +376.2% | +164.4% | +211.8% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling