+356.0%
ISRG vs AWK
+126.2%
+229.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -5.2% | +2.2% | -7.3% | -6.0% |
| 30D | -7.6% | +4.4% | -12.0% | -9.2% |
| 3M | -16.4% | +15.4% | -31.7% | -21.4% |
| 6M | -28.6% | +3.5% | -32.1% | -30.0% |
| YTD | -38.2% | +9.8% | -48.0% | -41.2% |
| 1Y | -25.5% | +3.0% | -28.5% | -27.4% |
| 3Y | +17.4% | +9.7% | +7.8% | +7.0% |
| 5Y | -3.0% | -17.2% | +14.2% | +1.8% |
| 10Y | +356.0% | +126.1% | +229.9% | +223.5% |
| All | +356.0% | +126.2% | +229.8% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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