-1.0%
ISRG vs AU
+688.4%
-689.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.8% |
| 7D | -5.0% | +0.6% | -5.7% | -5.1% |
| 30D | -10.2% | +12.3% | -22.5% | -11.5% |
| 3M | -17.2% | +29.4% | -46.6% | -19.9% |
| 6M | -28.4% | +3.2% | -31.6% | -29.4% |
| YTD | -37.6% | +31.8% | -69.4% | -40.4% |
| 1Y | -24.4% | +83.4% | -107.9% | -30.8% |
| 3Y | +18.4% | +623.1% | -604.6% | -11.5% |
| 5Y | -1.0% | +700.5% | -701.5% | -32.1% |
| All | -1.0% | +688.4% | -689.4% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling