-10.5%
ISRG vs APH
+16.5%
-27.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.2% | +15.5% | +9.5% |
| 7D | +8.5% | -2.4% | +10.9% | +8.5% |
| 30D | +18.6% | -9.5% | +28.1% | +19.0% |
| 3M | +30.9% | -7.6% | +38.5% | +31.0% |
| 6M | +6.6% | +12.4% | -5.8% | +3.9% |
| YTD | -14.9% | +17.5% | -32.4% | -20.3% |
| 1Y | -10.5% | +16.4% | -26.9% | -16.3% |
| All | -10.5% | +16.5% | -27.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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