+2,992.9%
ISRG vs ACM
+250.9%
+2,742.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -6.8% | +3.0% | -9.8% | -7.8% |
| 30D | +5.1% | +19.7% | -14.6% | -1.8% |
| 3M | +12.0% | +5.3% | +6.7% | +9.1% |
| 6M | +7.0% | -10.8% | +17.8% | +10.0% |
| YTD | -20.6% | -25.1% | +4.5% | -13.4% |
| 1Y | -21.4% | -45.8% | +24.4% | -3.4% |
| 3Y | +62.0% | -9.4% | +71.4% | +60.9% |
| 5Y | +28.1% | +4.8% | +23.4% | +20.3% |
| 10Y | +550.7% | +129.8% | +420.9% | +328.7% |
| All | +2,992.9% | +250.9% | +2,742.0% | +1,314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling