+5.7%
ISRG vs AZO
+85.0%
-79.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.1% | +2.3% |
| 7D | -2.5% | -2.9% | +0.4% | -1.7% |
| 30D | -10.2% | -5.3% | -4.9% | -8.7% |
| 3M | -12.5% | -7.3% | -5.2% | -10.8% |
| 6M | -25.8% | -22.7% | -3.1% | -20.4% |
| YTD | -36.4% | -15.0% | -21.3% | -34.0% |
| 1Y | -19.9% | -32.2% | +12.4% | -10.8% |
| 3Y | +20.9% | +10.0% | +10.9% | +10.1% |
| 5Y | +5.7% | +85.8% | -80.2% | -25.3% |
| All | +5.7% | +85.0% | -79.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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