+25.8%
ISRG vs AUR
-34.9%
+60.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -4.8% |
| 7D | -5.2% | +19.2% | -24.4% | -6.9% |
| 30D | -7.6% | -7.8% | +0.2% | -7.0% |
| 3M | -16.4% | +4.0% | -20.3% | -17.2% |
| 6M | -28.6% | +45.0% | -73.6% | -32.4% |
| YTD | -38.2% | +69.5% | -107.7% | -42.6% |
| 1Y | -25.5% | +13.0% | -38.5% | -28.1% |
| 3Y | +17.4% | +90.4% | -72.9% | -2.0% |
| 5Y | -3.0% | -34.2% | +31.2% | -18.0% |
| All | +25.8% | -34.9% | +60.7% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling