+539.2%
ISRG vs APD
+191.9%
+347.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | +3.8% | -5.9% | -3.9% |
| 30D | +5.6% | +8.2% | -2.6% | +1.5% |
| 3M | +10.5% | +4.3% | +6.3% | +8.1% |
| 6M | +2.6% | +4.7% | -2.1% | -0.3% |
| YTD | -21.7% | +31.5% | -53.2% | -33.2% |
| 1Y | -21.6% | +23.5% | -45.1% | -31.1% |
| 3Y | +57.0% | +29.1% | +27.9% | +28.8% |
| 5Y | +25.0% | +15.9% | +9.1% | +6.4% |
| All | +539.2% | +191.9% | +347.3% | +201.6% |
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