-3.0%
ISRG vs APTV
-69.4%
+66.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -3.1% |
| 7D | -5.2% | +2.0% | -7.1% | -5.7% |
| 30D | -7.6% | -7.7% | +0.1% | -5.4% |
| 3M | -16.4% | -34.0% | +17.7% | -6.1% |
| 6M | -28.6% | -37.1% | +8.5% | -19.5% |
| YTD | -38.2% | -39.9% | +1.7% | -29.7% |
| 1Y | -25.5% | -44.4% | +18.9% | -13.3% |
| 3Y | +17.4% | -54.5% | +71.9% | +41.4% |
| 5Y | -3.0% | -69.1% | +66.1% | +32.6% |
| All | -3.0% | -69.4% | +66.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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