-19.3%
ISRG vs ACN
-24.8%
+5.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -2.3% | +9.4% | -11.6% | -4.2% |
| 3M | -12.4% | +5.6% | -18.1% | -14.5% |
| 6M | -26.8% | -9.3% | -17.6% | -26.1% |
| YTD | -35.3% | -29.0% | -6.3% | -29.7% |
| 1Y | -19.3% | -24.7% | +5.3% | -14.5% |
| All | -19.3% | -24.8% | +5.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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