+19.2%
ISRG vs APH
+89.1%
-69.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -47.8% | +45.1% | +6.3% |
| 7D | -0.1% | -48.7% | +48.6% | +9.7% |
| 30D | -2.3% | -51.9% | +49.7% | +9.0% |
| 3M | -12.4% | -43.6% | +31.1% | -7.8% |
| 6M | -26.8% | -37.5% | +10.7% | -26.3% |
| YTD | -35.3% | -38.6% | +3.4% | -36.1% |
| 1Y | -19.3% | -26.3% | +7.0% | -27.1% |
| All | +19.2% | +89.1% | -69.9% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling