+19.2%
ISRG vs AR
+40.7%
-21.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | -2.3% | +14.8% | -17.1% | -4.2% |
| 3M | -12.4% | +6.2% | -18.7% | -13.4% |
| 6M | -26.8% | +4.3% | -31.1% | -27.7% |
| YTD | -35.3% | +14.4% | -49.6% | -37.3% |
| 1Y | -19.3% | +21.3% | -40.7% | -23.1% |
| All | +19.2% | +40.7% | -21.6% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling