+989.0%
ISRG vs AR
-32.8%
+1,021.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.6% |
| 7D | +4.4% | -11.7% | +16.1% | +5.5% |
| 30D | +15.8% | +1.8% | +13.9% | +15.4% |
| 3M | +24.9% | +6.0% | +18.9% | +23.9% |
| 6M | +3.8% | -7.0% | +10.8% | +4.0% |
| YTD | -17.3% | +5.6% | -22.8% | -18.3% |
| 1Y | -14.6% | +10.8% | -25.4% | -16.2% |
| 3Y | +68.2% | +19.3% | +48.9% | +62.6% |
| 5Y | +28.4% | +73.3% | -44.9% | +18.9% |
| 10Y | +528.0% | +47.6% | +480.4% | +424.4% |
| All | +989.0% | -32.8% | +1,021.8% | +893.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling