+214.2%
ARM vs ISRG
+44.1%
+170.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -0.6% |
| 7D | +19.8% | -6.1% | +25.9% | +23.7% |
| 30D | -21.8% | +4.2% | -26.0% | -24.0% |
| 3M | -26.5% | +9.6% | -36.1% | -31.2% |
| 6M | -3.9% | +1.9% | -5.8% | -8.1% |
| YTD | +82.8% | -22.3% | +105.1% | +114.3% |
| 1Y | +34.3% | -23.2% | +57.5% | +58.3% |
| 3Y | +282.2% | +58.5% | +223.7% | +164.4% |
| All | +214.2% | +44.1% | +170.1% | +135.0% |
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