+376.2%
ISRG vs APH
+1,060.9%
-684.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -1.6% | +5.0% | -6.5% | -4.3% |
| 30D | -2.3% | -3.9% | +1.6% | -0.6% |
| 3M | -12.4% | +13.0% | -25.4% | -20.6% |
| 6M | -26.8% | +25.2% | -52.0% | -39.0% |
| YTD | -35.3% | +22.9% | -58.2% | -47.5% |
| 1Y | -19.3% | +47.8% | -67.2% | -43.2% |
| 3Y | +18.1% | +283.0% | -264.9% | -61.9% |
| 5Y | +2.6% | +349.7% | -347.0% | -71.0% |
| All | +376.2% | +1,060.9% | -684.7% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling