+3,015.4%
ISRG vs ACM
+233.3%
+2,782.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | +5.4% | -0.6% | +2.8% |
| 30D | +9.2% | +15.1% | -5.9% | +3.6% |
| 3M | +21.2% | -10.5% | +31.6% | +25.1% |
| 6M | +0.2% | -19.7% | +19.9% | +7.3% |
| YTD | -20.1% | -28.8% | +8.8% | -11.0% |
| 1Y | -17.3% | -47.9% | +30.5% | +3.1% |
| 3Y | +63.3% | -12.4% | +75.7% | +64.3% |
| 5Y | +24.1% | +0.6% | +23.5% | +18.4% |
| 10Y | +507.0% | +161.3% | +345.7% | +279.9% |
| All | +3,015.4% | +233.3% | +2,782.0% | +1,353.5% |
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