+17,983.8%
ISRG vs AU
+710.8%
+17,273.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -1.6% | -3.6% | +2.1% | -1.2% |
| 30D | -2.3% | +23.9% | -26.1% | -4.7% |
| 3M | -12.4% | +19.1% | -31.5% | -14.5% |
| 6M | -26.8% | -0.2% | -26.7% | -27.5% |
| YTD | -35.3% | +32.5% | -67.7% | -38.0% |
| 1Y | -19.3% | +96.9% | -116.3% | -26.3% |
| 3Y | +18.1% | +614.7% | -596.6% | -8.4% |
| 5Y | +2.6% | +647.7% | -645.1% | -22.2% |
| 10Y | +379.4% | +679.2% | -299.8% | +240.5% |
| All | +17,983.8% | +710.8% | +17,273.0% | +16,215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling