+3,281.5%
ISRG vs AVAV
+478.6%
+2,802.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -2.3% | -13.9% | +11.7% | +0.1% |
| 3M | -12.4% | -29.2% | +16.8% | -8.2% |
| 6M | -26.8% | -36.1% | +9.3% | -22.7% |
| YTD | -35.3% | -40.2% | +4.9% | -32.0% |
| 1Y | -19.3% | -36.2% | +16.9% | -17.5% |
| 3Y | +18.1% | +47.5% | -29.4% | -2.4% |
| 5Y | +2.6% | +39.3% | -36.6% | -17.5% |
| 10Y | +379.4% | +482.6% | -103.1% | +172.0% |
| All | +3,281.5% | +478.6% | +2,802.9% | +1,538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling