-17.3%
ISRG vs APD
+24.7%
-42.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | +4.8% | -3.7% | +8.5% | +5.1% |
| 30D | +9.2% | +9.6% | -0.4% | +9.0% |
| 3M | +21.2% | +1.6% | +19.5% | +21.5% |
| 6M | +0.2% | +2.2% | -1.9% | +0.8% |
| YTD | -20.1% | +25.9% | -45.9% | -21.6% |
| 1Y | -17.3% | +20.1% | -37.5% | -18.0% |
| All | -17.3% | +24.7% | -42.0% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling