+23.4%
ISRG vs JAAA
+18.9%
+4.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.3% |
| 7D | -1.6% | +0.2% | -1.8% | -2.5% |
| 30D | -2.3% | +0.5% | -2.8% | -5.1% |
| 3M | -12.4% | +1.3% | -13.7% | -18.2% |
| 6M | -26.8% | +2.7% | -29.5% | -36.3% |
| YTD | -35.3% | +3.2% | -38.4% | -45.1% |
| 1Y | -19.3% | +4.9% | -24.2% | -37.3% |
| All | +23.4% | +18.9% | +4.5% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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