+114.3%
ISRG vs AVTR
+3.6%
+110.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -5.1% |
| 7D | -5.2% | +7.4% | -12.6% | -7.2% |
| 30D | -7.6% | +12.2% | -19.8% | -10.7% |
| 3M | -16.4% | +57.4% | -73.7% | -27.8% |
| 6M | -28.6% | +86.7% | -115.2% | -41.9% |
| YTD | -38.2% | +33.1% | -71.2% | -44.5% |
| 1Y | -25.5% | +16.1% | -41.6% | -31.8% |
| 3Y | +17.4% | -24.6% | +42.0% | +18.0% |
| 5Y | -3.0% | -63.5% | +60.5% | +26.4% |
| All | +114.3% | +3.6% | +110.7% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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