+162.2%
ARM vs ISRG
+53.5%
+108.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.8% | -10.3% | -11.6% |
| 7D | -27.1% | +4.4% | -31.5% | -28.9% |
| 30D | -44.9% | +15.8% | -60.6% | -49.4% |
| 3M | -39.3% | +24.9% | -64.2% | -47.2% |
| 6M | -20.2% | +3.8% | -24.0% | -23.8% |
| YTD | +52.5% | -17.3% | +69.8% | +73.2% |
| 1Y | +4.1% | -14.6% | +18.7% | +14.9% |
| 3Y | +211.7% | +68.2% | +143.5% | +109.8% |
| All | +162.2% | +53.5% | +108.7% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling