+500.7%
ISRG vs ACM
+155.0%
+345.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | +5.4% | -0.6% | +2.7% |
| 30D | +9.2% | +15.1% | -5.9% | +3.4% |
| 3M | +21.2% | -10.5% | +31.6% | +25.4% |
| 6M | +0.2% | -19.7% | +19.9% | +7.8% |
| YTD | -20.1% | -28.8% | +8.8% | -10.3% |
| 1Y | -17.3% | -47.9% | +30.5% | +5.2% |
| 3Y | +63.3% | -12.4% | +75.7% | +62.6% |
| 5Y | +24.1% | +0.6% | +23.5% | +16.3% |
| All | +500.7% | +155.0% | +345.7% | +319.8% |
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