+17,320.1%
ISRG vs AZO
+10,204.3%
+7,115.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | -10.2% | -5.1% | -5.1% | -8.5% |
| 3M | -17.2% | -7.2% | -10.0% | -15.2% |
| 6M | -28.4% | -20.7% | -7.7% | -22.7% |
| YTD | -37.6% | -14.2% | -23.5% | -34.9% |
| 1Y | -24.4% | -32.2% | +7.7% | -14.4% |
| 3Y | +18.4% | +11.1% | +7.3% | +9.7% |
| 5Y | -1.0% | +87.6% | -88.5% | -25.7% |
| 10Y | +370.1% | +302.9% | +67.2% | +152.9% |
| All | +17,320.1% | +10,204.3% | +7,115.7% | +3,590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling