+147.0%
ISRG vs ACI
+29.9%
+117.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -3.0% |
| 7D | +4.8% | -2.2% | +7.0% | +5.1% |
| 30D | +9.2% | +10.3% | -1.1% | +8.2% |
| 3M | +21.2% | +7.2% | +14.0% | +20.3% |
| 6M | +0.2% | -18.0% | +18.2% | +1.9% |
| YTD | -20.1% | -22.0% | +1.9% | -18.6% |
| 1Y | -17.3% | -23.4% | +6.0% | -15.7% |
| 3Y | +63.3% | -35.8% | +99.1% | +69.0% |
| 5Y | +24.1% | -43.7% | +67.7% | +28.0% |
| All | +147.0% | +29.9% | +117.2% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling