+185.4%
ARM vs ISRG
+47.4%
+138.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.4% |
| 7D | -10.4% | +2.1% | -12.5% | -11.7% |
| 30D | -31.8% | +6.2% | -38.0% | -34.4% |
| 3M | -32.2% | +14.4% | -46.6% | -38.0% |
| 6M | -14.9% | 0.0% | -14.9% | -17.2% |
| YTD | +66.0% | -20.5% | +86.6% | +92.4% |
| 1Y | +17.2% | -21.9% | +39.1% | +37.2% |
| 3Y | +247.2% | +62.2% | +185.0% | +137.4% |
| All | +185.4% | +47.4% | +138.0% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 10y: compounded portfolio wealth divided by compounded ISRG 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…
10y analysis · Full analysis span regression · 6 months rolling