+2.0%
ISRG vs AWK
-15.4%
+17.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | +1.7% | -3.3% | -2.1% |
| 30D | -2.3% | +5.6% | -7.8% | -3.9% |
| 3M | -12.4% | +15.9% | -28.3% | -16.5% |
| 6M | -26.8% | +4.6% | -31.4% | -28.2% |
| YTD | -35.3% | +10.1% | -45.3% | -37.7% |
| 1Y | -19.3% | +2.1% | -21.4% | -20.4% |
| 3Y | +18.1% | +9.8% | +8.3% | +9.3% |
| All | +2.0% | -15.4% | +17.4% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling