+2.0%
ISRG vs ATI
+1,074.8%
-1,072.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -2.3% | +2.7% | -5.0% | -3.1% |
| 3M | -12.4% | +16.3% | -28.8% | -16.1% |
| 6M | -26.8% | +30.2% | -57.0% | -32.2% |
| YTD | -35.3% | +83.6% | -118.8% | -45.2% |
| 1Y | -19.3% | +173.0% | -192.3% | -38.7% |
| 3Y | +18.1% | +356.6% | -338.5% | -24.7% |
| All | +2.0% | +1,074.8% | -1,072.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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