+23,005.1%
ISRG vs APD
+1,713.4%
+21,291.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.3% |
| 7D | +4.4% | -0.7% | +5.1% | +4.8% |
| 30D | +15.8% | +10.1% | +5.6% | +10.2% |
| 3M | +24.9% | +4.9% | +20.0% | +21.7% |
| 6M | +3.8% | +2.5% | +1.3% | +1.7% |
| YTD | -17.3% | +27.8% | -45.1% | -28.5% |
| 1Y | -14.6% | +32.9% | -47.5% | -28.2% |
| 3Y | +68.2% | +13.4% | +54.8% | +47.5% |
| 5Y | +28.4% | +12.8% | +15.6% | +11.7% |
| 10Y | +528.0% | +194.6% | +333.5% | +219.4% |
| All | +23,005.1% | +1,713.4% | +21,291.7% | +5,494.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling