+15.8%
ISRG vs AU
+599.6%
-583.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | -7.6% | +12.8% | -20.3% | -8.7% |
| 3M | -16.4% | +28.5% | -44.8% | -18.5% |
| 6M | -28.6% | +4.8% | -33.4% | -29.4% |
| YTD | -38.2% | +31.0% | -69.1% | -40.2% |
| 1Y | -25.5% | +81.4% | -106.9% | -30.0% |
| All | +15.8% | +599.6% | -583.8% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling