+536.3%
ISRG vs ACM
+147.1%
+389.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | -0.4% |
| 7D | +5.4% | +6.9% | -1.5% | +2.6% |
| 30D | +8.6% | +19.1% | -10.4% | +1.2% |
| 3M | +21.6% | -6.9% | +28.5% | +24.0% |
| 6M | +2.3% | -12.0% | +14.4% | +6.2% |
| YTD | -18.7% | -25.1% | +6.4% | -10.4% |
| 1Y | -17.8% | -45.4% | +27.7% | +3.5% |
| 3Y | +69.1% | -6.9% | +76.0% | +63.8% |
| 5Y | +26.5% | +3.7% | +22.7% | +16.4% |
| 10Y | +536.3% | +135.8% | +400.5% | +305.4% |
| All | +536.3% | +147.1% | +389.2% | +305.4% |
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