+550.7%
ISRG vs APH
+950.8%
-400.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -6.8% | +0.4% | -7.1% | -7.4% |
| 30D | +5.1% | -8.0% | +13.1% | +8.2% |
| 3M | +12.0% | -5.0% | +17.0% | +12.2% |
| 6M | +7.0% | +29.9% | -22.9% | -13.8% |
| YTD | -20.6% | +18.0% | -38.6% | -35.7% |
| 1Y | -21.4% | +11.3% | -32.8% | -34.1% |
| 3Y | +62.0% | +274.9% | -212.9% | -48.9% |
| 5Y | +28.1% | +300.6% | -272.4% | -61.9% |
| 10Y | +550.7% | +944.2% | -393.5% | +0.3% |
| All | +550.7% | +950.8% | -400.1% | +0.3% |
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 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