+2.0%
ISRG vs APH
+120.4%
-118.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -47.8% | +45.1% | +12.2% |
| 7D | -0.1% | -48.7% | +48.6% | +16.1% |
| 30D | -2.3% | -51.9% | +49.7% | +16.5% |
| 3M | -12.4% | -43.6% | +31.1% | -4.6% |
| 6M | -26.8% | -37.5% | +10.7% | -25.5% |
| YTD | -35.3% | -38.6% | +3.4% | -35.8% |
| 1Y | -19.3% | -26.3% | +7.0% | -29.5% |
| 3Y | +18.1% | +89.2% | -71.1% | -52.7% |
| All | +2.0% | +120.4% | -118.4% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling