+550.7%
ISRG vs APD
+187.5%
+363.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.6% |
| 7D | -6.8% | -1.2% | -5.6% | -6.2% |
| 30D | +5.1% | +11.0% | -5.9% | -0.2% |
| 3M | +12.0% | +2.6% | +9.5% | +10.5% |
| 6M | +7.0% | +4.8% | +2.2% | +3.9% |
| YTD | -20.6% | +31.0% | -51.6% | -32.2% |
| 1Y | -21.4% | +23.4% | -44.8% | -31.0% |
| 3Y | +62.0% | +28.4% | +33.6% | +33.3% |
| 5Y | +28.1% | +15.2% | +12.9% | +9.5% |
| 10Y | +550.7% | +190.7% | +360.0% | +208.5% |
| All | +550.7% | +187.5% | +363.2% | +208.5% |
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