+59.4%
ISRG vs AUR
-57.9%
+117.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.2% |
| 7D | -2.0% | -4.5% | +2.5% | -1.6% |
| 30D | +5.6% | -16.6% | +22.2% | +7.1% |
| 3M | +10.5% | -38.5% | +49.0% | +15.2% |
| 6M | +2.6% | -49.9% | +52.5% | +8.6% |
| YTD | -21.7% | +9.6% | -31.3% | -24.5% |
| 1Y | -21.6% | +1.2% | -22.8% | -23.9% |
| 3Y | +57.0% | +128.8% | -71.8% | +26.8% |
| 5Y | +25.0% | -57.9% | +82.9% | +9.3% |
| All | +59.4% | -57.9% | +117.3% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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