+17.1%
ISRG vs AS
+131.9%
-114.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.4% |
| 7D | -6.8% | -3.0% | -3.7% | -6.1% |
| 30D | +5.1% | +9.6% | -4.4% | +3.0% |
| 3M | +12.0% | -8.2% | +20.2% | +14.0% |
| 6M | +7.0% | -9.9% | +16.9% | +9.0% |
| YTD | -20.6% | -16.8% | -3.8% | -18.1% |
| 1Y | -21.4% | +3.0% | -24.4% | -22.6% |
| All | +17.1% | +131.9% | -114.8% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling