+28.1%
ISRG vs APD
+13.7%
+14.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.5% |
| 7D | -6.8% | -1.2% | -5.6% | -6.3% |
| 30D | +5.1% | +11.0% | -5.9% | +1.3% |
| 3M | +12.0% | +2.6% | +9.5% | +11.0% |
| 6M | +7.0% | +4.8% | +2.2% | +5.0% |
| YTD | -20.6% | +31.0% | -51.6% | -29.3% |
| 1Y | -21.4% | +23.4% | -44.8% | -28.4% |
| 3Y | +62.0% | +28.4% | +33.6% | +40.9% |
| 5Y | +28.1% | +15.2% | +12.9% | +7.5% |
| All | +28.1% | +13.7% | +14.4% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling