+63.3%
ISRG vs ACM
-12.3%
+75.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | +5.4% | -0.6% | +3.5% |
| 30D | +9.2% | +15.1% | -5.9% | +5.4% |
| 3M | +21.2% | -10.5% | +31.6% | +24.4% |
| 6M | +0.2% | -19.7% | +19.9% | +5.8% |
| YTD | -20.1% | -28.8% | +8.8% | -12.7% |
| 1Y | -17.3% | -47.9% | +30.5% | +0.5% |
| 3Y | +63.3% | -12.4% | +75.7% | +52.4% |
| All | +63.3% | -12.3% | +75.6% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling