+23.9%
ISRG vs APH
+280.5%
-256.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -4.9% |
| 7D | +4.8% | -5.9% | +10.8% | +6.6% |
| 30D | +9.2% | -14.8% | +24.0% | +15.2% |
| 3M | +21.2% | -12.4% | +33.6% | +25.5% |
| 6M | +0.2% | +8.1% | -7.8% | -7.9% |
| YTD | -20.1% | +10.9% | -31.0% | -30.9% |
| 1Y | -17.3% | +8.8% | -26.1% | -28.1% |
| 3Y | +63.3% | +262.1% | -198.8% | -46.4% |
| All | +23.9% | +280.5% | -256.6% | -62.2% |
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