+5.7%
ISRG vs AUR
-36.2%
+41.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.7% | +2.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -10.2% | -8.9% | -1.2% | -9.5% |
| 3M | -12.5% | +4.6% | -17.1% | -13.4% |
| 6M | -25.8% | +44.9% | -70.7% | -29.8% |
| YTD | -36.4% | +64.8% | -101.2% | -40.7% |
| 1Y | -19.9% | +16.4% | -36.3% | -23.0% |
| 3Y | +20.9% | +85.1% | -64.2% | +1.2% |
| 5Y | +5.7% | -36.1% | +41.8% | -11.4% |
| All | +5.7% | -36.2% | +41.8% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling