+296.4%
ARM vs ISRG
+20.1%
+276.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +4.4% |
| 7D | +5.5% | -1.6% | +7.0% | +6.4% |
| 30D | -8.2% | -2.3% | -5.9% | -7.6% |
| 3M | -35.9% | -12.4% | -23.5% | -32.5% |
| 6M | +103.1% | -26.8% | +130.0% | +144.6% |
| YTD | +130.6% | -35.3% | +165.9% | +203.3% |
| 1Y | +86.1% | -19.3% | +105.4% | +100.3% |
| All | +296.4% | +20.1% | +276.3% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling