+752.3%
ISRG vs AR
-27.2%
+779.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | -2.3% | +14.8% | -17.1% | -3.5% |
| 3M | -12.4% | +6.2% | -18.7% | -13.1% |
| 6M | -26.8% | +4.3% | -31.1% | -27.4% |
| YTD | -35.3% | +14.4% | -49.6% | -36.4% |
| 1Y | -19.3% | +21.3% | -40.7% | -21.4% |
| 3Y | +18.1% | +39.8% | -21.7% | +12.7% |
| 5Y | +2.6% | +142.1% | -139.4% | -7.2% |
| 10Y | +379.4% | +52.0% | +327.4% | +299.5% |
| All | +752.3% | -27.2% | +779.5% | +673.3% |
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