-21.9%
ISRG vs ACM
-45.8%
+23.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +2.1% | +6.6% | -4.5% | +1.3% |
| 30D | +6.2% | +19.8% | -13.6% | +4.0% |
| 3M | +14.4% | -3.1% | +17.5% | +14.5% |
| 6M | 0.0% | -11.5% | +11.5% | +0.1% |
| YTD | -20.5% | -24.7% | +4.1% | -18.3% |
| 1Y | -21.9% | -45.1% | +23.2% | -23.7% |
| All | -21.9% | -45.8% | +23.9% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling