+376.2%
ISRG vs ACGL
+276.1%
+100.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.1% |
| 7D | -1.6% | -0.7% | -0.8% | -1.3% |
| 30D | -2.3% | -1.0% | -1.3% | -1.9% |
| 3M | -12.4% | +11.0% | -23.5% | -16.6% |
| 6M | -26.8% | -0.3% | -26.5% | -27.1% |
| YTD | -35.3% | +2.3% | -37.5% | -36.4% |
| 1Y | -19.3% | +6.4% | -25.7% | -22.4% |
| 3Y | +18.1% | +34.0% | -15.8% | -1.0% |
| 5Y | +2.6% | +161.6% | -159.0% | -40.1% |
| All | +376.2% | +276.1% | +100.1% | +132.7% |
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