+228.9%
ARM vs ISRG
+62.8%
+166.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.4% | +8.1% | +6.4% |
| 7D | -15.2% | +4.8% | -20.0% | -17.6% |
| 30D | -40.7% | +9.2% | -49.9% | -43.7% |
| 3M | -39.1% | +21.2% | -60.3% | -46.0% |
| 6M | -26.4% | +0.2% | -26.7% | -28.2% |
| YTD | +59.7% | -20.1% | +79.8% | +84.4% |
| 1Y | +10.3% | -17.3% | +27.7% | +23.7% |
| 3Y | +228.9% | +63.3% | +165.5% | +153.4% |
| All | +228.9% | +62.8% | +166.0% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling