+57.8%
ISRG vs APLD
+254.9%
-197.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.3% |
| 7D | +2.1% | -6.3% | +8.5% | +2.3% |
| 30D | +6.2% | -29.6% | +35.7% | +7.5% |
| 3M | +14.4% | -42.6% | +57.0% | +16.6% |
| 6M | 0.0% | -59.6% | +59.6% | +2.9% |
| YTD | -20.5% | -32.0% | +11.4% | -21.1% |
| 1Y | -21.9% | -46.9% | +25.1% | -21.9% |
| 3Y | +62.2% | +255.7% | -193.5% | +35.9% |
| All | +57.8% | +254.9% | -197.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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