-21.6%
ISRG vs AUR
+0.7%
-22.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +0.9% |
| 7D | -2.0% | -4.5% | +2.5% | -1.9% |
| 30D | +5.6% | -16.6% | +22.2% | +6.3% |
| 3M | +10.5% | -38.5% | +49.0% | +13.0% |
| 6M | +2.6% | -49.9% | +52.5% | +6.4% |
| YTD | -21.7% | +9.6% | -31.3% | -27.5% |
| 1Y | -21.6% | +1.2% | -22.8% | -27.5% |
| All | -21.6% | +0.7% | -22.3% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling