+23.9%
ISRG vs ACI
-43.3%
+67.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.8% |
| 7D | +4.8% | -2.2% | +7.0% | +5.2% |
| 30D | +9.2% | +10.3% | -1.1% | +7.8% |
| 3M | +21.2% | +7.2% | +14.0% | +19.9% |
| 6M | +0.2% | -18.0% | +18.2% | +2.5% |
| YTD | -20.1% | -22.0% | +1.9% | -18.0% |
| 1Y | -17.3% | -23.4% | +6.0% | -15.0% |
| 3Y | +63.3% | -35.8% | +99.1% | +72.0% |
| All | +23.9% | -43.3% | +67.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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