+536.3%
ISRG vs AR
+48.7%
+487.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +5.4% | -10.5% | +16.0% | +6.5% |
| 30D | +8.6% | +1.3% | +7.4% | +8.3% |
| 3M | +21.6% | +4.8% | +16.8% | +20.7% |
| 6M | +2.3% | +1.2% | +1.2% | +1.7% |
| YTD | -18.7% | +5.5% | -24.2% | -19.8% |
| 1Y | -17.8% | +8.1% | -25.8% | -19.1% |
| 3Y | +69.1% | +38.8% | +30.2% | +61.0% |
| 5Y | +26.5% | +78.8% | -52.4% | +16.6% |
| 10Y | +536.3% | +46.4% | +489.9% | +426.9% |
| All | +536.3% | +48.7% | +487.6% | +426.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling