+550.7%
ISRG vs ACGL
+329.5%
+221.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.8% | -1.4% | -5.4% | -6.2% |
| 30D | +5.1% | +12.4% | -7.2% | -0.1% |
| 3M | +12.0% | +11.1% | +0.9% | +6.9% |
| 6M | +7.0% | +16.3% | -9.3% | -0.1% |
| YTD | -20.6% | +13.8% | -34.4% | -25.6% |
| 1Y | -21.4% | +20.4% | -41.9% | -28.2% |
| 3Y | +62.0% | +33.6% | +28.4% | +37.0% |
| 5Y | +28.1% | +176.8% | -148.7% | -26.9% |
| 10Y | +550.7% | +324.6% | +226.1% | +195.3% |
| All | +550.7% | +329.5% | +221.2% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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