+21,593.2%
ISRG vs AU
+551.2%
+21,042.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.6% | -1.6% |
| 7D | -6.1% | -1.1% | -5.0% | -6.1% |
| 30D | +4.2% | -4.4% | +8.6% | +4.6% |
| 3M | +9.6% | -10.0% | +19.6% | +10.4% |
| 6M | +1.9% | -14.5% | +16.3% | +2.7% |
| YTD | -22.3% | +6.4% | -28.7% | -24.1% |
| 1Y | -23.2% | +7.7% | -30.8% | -25.1% |
| 3Y | +58.5% | +514.1% | -455.6% | +25.1% |
| 5Y | +23.9% | +386.5% | -362.6% | -1.8% |
| 10Y | +536.7% | +851.3% | -314.6% | +340.9% |
| All | +21,593.2% | +551.2% | +21,042.0% | +19,884.9% |
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