+69.0%
ISRG vs AXON
+74.4%
-5.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.8% | +7.0% | -1.0% |
| 7D | +4.4% | -12.7% | +17.1% | +7.0% |
| 30D | +15.8% | -8.6% | +24.4% | +17.6% |
| 3M | +24.9% | -37.2% | +62.1% | +35.1% |
| 6M | +3.8% | +0.5% | +3.3% | +2.4% |
| YTD | -17.3% | -32.6% | +15.4% | -13.1% |
| 1Y | -14.6% | -40.2% | +25.6% | -8.4% |
| All | +69.0% | +74.4% | -5.4% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling