+199.6%
ARM vs ISRG
+45.3%
+154.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -5.1% |
| 7D | +9.1% | -2.0% | +11.1% | +10.3% |
| 30D | -19.9% | +5.6% | -25.5% | -22.8% |
| 3M | -31.6% | +10.5% | -42.2% | -36.2% |
| 6M | -13.9% | +2.6% | -16.5% | -17.9% |
| YTD | +74.3% | -21.7% | +96.0% | +103.5% |
| 1Y | +35.8% | -21.6% | +57.4% | +57.8% |
| 3Y | +268.6% | +57.0% | +211.6% | +158.4% |
| All | +199.6% | +45.3% | +154.3% | +123.1% |
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