+4,220.4%
ISRG vs AVAV
+308.3%
+3,912.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.8% | +7.0% | -1.2% |
| 7D | +4.4% | -24.3% | +28.7% | +9.2% |
| 30D | +15.8% | -28.9% | +44.6% | +22.2% |
| 3M | +24.9% | -39.3% | +64.1% | +34.9% |
| 6M | +3.8% | -38.8% | +42.6% | +10.3% |
| YTD | -17.3% | -57.8% | +40.5% | -8.4% |
| 1Y | -14.6% | -70.9% | +56.3% | +0.6% |
| 3Y | +68.2% | -14.8% | +83.0% | +53.1% |
| 5Y | +28.4% | +7.3% | +21.1% | +7.3% |
| 10Y | +528.0% | +325.3% | +202.7% | +273.7% |
| All | +4,220.4% | +308.3% | +3,912.0% | +2,108.0% |
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