+536.3%
ISRG vs ACGL
+332.3%
+203.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +5.4% | -1.1% | +6.5% | +6.0% |
| 30D | +8.6% | +13.1% | -4.5% | +3.0% |
| 3M | +21.6% | +9.8% | +11.8% | +16.6% |
| 6M | +2.3% | +15.3% | -12.9% | -4.0% |
| YTD | -18.7% | +12.7% | -31.4% | -23.4% |
| 1Y | -17.8% | +20.7% | -38.5% | -24.9% |
| 3Y | +69.1% | +34.3% | +34.8% | +42.7% |
| 5Y | +26.5% | +170.6% | -144.1% | -26.9% |
| 10Y | +536.3% | +330.6% | +205.7% | +212.5% |
| All | +536.3% | +332.3% | +203.9% | +212.5% |
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