+23.9%
ISRG vs ACGL
+159.2%
-135.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.4% |
| 7D | +4.8% | +0.9% | +3.9% | +4.6% |
| 30D | +9.2% | +13.7% | -4.5% | +4.8% |
| 3M | +21.2% | +8.0% | +13.1% | +18.1% |
| 6M | +0.2% | +13.3% | -13.0% | -3.8% |
| YTD | -20.1% | +11.8% | -31.9% | -23.3% |
| 1Y | -17.3% | +22.2% | -39.6% | -23.1% |
| 3Y | +63.3% | +32.5% | +30.8% | +44.1% |
| All | +23.9% | +159.2% | -135.3% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling