+378.3%
ISRG vs AXON
+1,854.8%
-1,476.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | +0.1% |
| 7D | -1.6% | -14.2% | +12.6% | +1.6% |
| 30D | -2.3% | -15.4% | +13.1% | +0.7% |
| 3M | -12.4% | +0.5% | -12.9% | -13.5% |
| 6M | -26.8% | -9.5% | -17.3% | -26.7% |
| YTD | -35.3% | -9.2% | -26.1% | -35.7% |
| 1Y | -19.3% | -29.4% | +10.1% | -15.9% |
| 3Y | +18.1% | +139.4% | -121.3% | -10.7% |
| 5Y | +2.6% | +178.9% | -176.3% | -28.7% |
| All | +378.3% | +1,854.8% | -1,476.5% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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