-10.5%
ISRG vs AR
+14.7%
-25.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.3% | +15.6% | +8.8% |
| 7D | +8.5% | -11.1% | +19.7% | +7.7% |
| 30D | +18.6% | +7.9% | +10.7% | +18.8% |
| 3M | +30.9% | +4.9% | +26.0% | +30.7% |
| 6M | +6.6% | -5.3% | +11.9% | +7.0% |
| YTD | -14.9% | +8.6% | -23.5% | -15.3% |
| 1Y | -10.5% | +13.7% | -24.2% | -11.5% |
| All | -10.5% | +14.7% | -25.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling