+537.3%
ISRG vs APD
+188.9%
+348.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +2.1% | -0.2% | +2.3% | +2.3% |
| 30D | +6.2% | +11.0% | -4.9% | +0.8% |
| 3M | +14.4% | +2.0% | +12.4% | +13.1% |
| 6M | 0.0% | +7.1% | -7.1% | -4.1% |
| YTD | -20.5% | +29.8% | -50.3% | -31.8% |
| 1Y | -21.9% | +24.0% | -45.9% | -31.6% |
| 3Y | +62.2% | +27.2% | +35.0% | +34.0% |
| 5Y | +25.2% | +12.8% | +12.4% | +8.3% |
| 10Y | +537.3% | +185.0% | +352.3% | +199.2% |
| All | +537.3% | +188.9% | +348.5% | +199.2% |
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