+386.2%
ISRG vs AU
+699.0%
-312.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +0.7% | -4.3% | +4.9% | +1.0% |
| 30D | -8.0% | +7.3% | -15.3% | -8.7% |
| 3M | -10.6% | +26.3% | -36.9% | -12.7% |
| 6M | -25.1% | +1.8% | -26.9% | -25.8% |
| YTD | -34.8% | +26.8% | -61.6% | -36.8% |
| 1Y | -19.0% | +66.7% | -85.7% | -23.6% |
| 3Y | +22.1% | +579.1% | -557.0% | +0.1% |
| 5Y | +8.2% | +689.3% | -681.1% | -13.5% |
| All | +386.2% | +699.0% | -312.8% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling