+500.7%
ISRG vs AVAV
+361.4%
+139.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.5% | -13.8% | -5.0% |
| 7D | +4.8% | -10.6% | +15.4% | +6.3% |
| 30D | +9.2% | -18.8% | +28.0% | +12.3% |
| 3M | +21.2% | -34.1% | +55.3% | +28.4% |
| 6M | +0.2% | -35.3% | +35.6% | +5.1% |
| YTD | -20.1% | -53.4% | +33.3% | -13.6% |
| 1Y | -17.3% | -65.6% | +48.3% | -6.2% |
| 3Y | +63.3% | -5.1% | +68.4% | +44.4% |
| 5Y | +24.1% | +18.5% | +5.6% | +0.7% |
| All | +500.7% | +361.4% | +139.3% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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