+537.3%
ISRG vs ACM
+133.7%
+403.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +2.1% | +6.6% | -4.5% | -0.5% |
| 30D | +6.2% | +19.8% | -13.6% | -1.4% |
| 3M | +14.4% | -3.1% | +17.5% | +14.8% |
| 6M | 0.0% | -11.5% | +11.5% | +3.5% |
| YTD | -20.5% | -24.7% | +4.1% | -12.6% |
| 1Y | -21.9% | -45.1% | +23.2% | -2.0% |
| 3Y | +62.2% | -8.9% | +71.1% | +58.7% |
| 5Y | +25.2% | +5.4% | +19.8% | +14.5% |
| 10Y | +537.3% | +131.1% | +406.3% | +304.6% |
| All | +537.3% | +133.7% | +403.6% | +304.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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