+49.4%
ISRG vs JAAA
+29.3%
+20.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -1.0% |
| 7D | -1.6% | +0.2% | -1.8% | -1.8% |
| 30D | -2.3% | +0.5% | -2.8% | -3.0% |
| 3M | -12.4% | +1.3% | -13.7% | -14.0% |
| 6M | -26.8% | +2.7% | -29.5% | -29.4% |
| YTD | -35.3% | +3.2% | -38.4% | -37.9% |
| 1Y | -19.3% | +4.9% | -24.2% | -24.1% |
| 3Y | +18.1% | +19.0% | -0.9% | +10.1% |
| 5Y | +2.6% | +26.8% | -24.2% | -4.4% |
| All | +49.4% | +29.3% | +20.2% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling