+533.8%
ISRG vs ACM
+131.3%
+402.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.1% | +5.1% | -11.2% | -8.1% |
| 30D | +4.2% | +18.7% | -14.4% | -3.0% |
| 3M | +9.6% | +15.5% | -5.8% | +2.6% |
| 6M | +1.9% | +1.2% | +0.7% | +0.1% |
| YTD | -22.3% | -25.2% | +2.9% | -14.1% |
| 1Y | -23.2% | -46.3% | +23.1% | -2.0% |
| 3Y | +58.5% | -9.6% | +68.1% | +55.3% |
| 5Y | +23.9% | +4.4% | +19.5% | +13.3% |
| All | +533.8% | +131.3% | +402.5% | +297.9% |
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