+2,423.0%
ISRG vs ACM
+230.8%
+2,192.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -1.6% | -3.7% | +2.2% | -0.2% |
| 30D | -2.3% | -11.1% | +8.8% | +1.4% |
| 3M | -12.4% | -8.0% | -4.5% | -10.3% |
| 6M | -26.8% | -29.7% | +2.8% | -17.6% |
| YTD | -35.3% | -29.4% | -5.9% | -27.6% |
| 1Y | -19.3% | -46.4% | +27.1% | -0.5% |
| 3Y | +18.1% | -22.3% | +40.5% | +24.6% |
| 5Y | +2.6% | +4.5% | -1.8% | -3.4% |
| 10Y | +379.4% | +127.6% | +251.8% | +215.9% |
| All | +2,423.0% | +230.8% | +2,192.2% | +1,083.2% |
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