+2.0%
ISRG vs AXON
+179.8%
-177.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | +0.2% |
| 7D | -1.6% | -14.2% | +12.6% | +2.0% |
| 30D | -2.3% | -15.4% | +13.1% | +1.1% |
| 3M | -12.4% | +0.5% | -12.9% | -13.6% |
| 6M | -26.8% | -9.5% | -17.3% | -26.6% |
| YTD | -35.3% | -9.2% | -26.1% | -35.7% |
| 1Y | -19.3% | -29.4% | +10.1% | -15.1% |
| 3Y | +18.1% | +139.4% | -121.3% | -20.7% |
| All | +2.0% | +179.8% | -177.8% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling