-25.5%
ISRG vs ACN
-28.4%
+2.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -3.6% |
| 7D | -5.2% | -4.8% | -0.4% | -4.1% |
| 30D | -7.6% | +1.9% | -9.4% | -7.9% |
| 3M | -16.4% | +3.9% | -20.2% | -18.0% |
| 6M | -28.6% | -15.0% | -13.5% | -26.8% |
| YTD | -38.2% | -31.9% | -6.3% | -32.4% |
| 1Y | -25.5% | -28.5% | +3.0% | -20.2% |
| All | -25.5% | -28.4% | +2.9% | -20.2% |
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