+193.0%
ARM vs ISRG
+50.9%
+142.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.8% |
| 7D | -5.3% | +5.4% | -10.8% | -8.3% |
| 30D | -30.0% | +8.6% | -38.7% | -33.5% |
| 3M | -34.1% | +21.6% | -55.7% | -41.9% |
| 6M | -12.6% | +2.3% | -15.0% | -16.1% |
| YTD | +70.4% | -18.7% | +89.1% | +95.1% |
| 1Y | +22.3% | -17.8% | +40.0% | +38.3% |
| 3Y | +261.2% | +69.1% | +192.1% | +139.4% |
| All | +193.0% | +50.9% | +142.1% | +114.0% |
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 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