+25.5%
ISRG vs ACN
-26.4%
+51.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | -3.8% | +1.8% | -0.5% |
| 30D | +5.6% | +16.5% | -11.0% | -1.5% |
| 3M | +10.5% | +41.5% | -30.9% | -6.7% |
| 6M | +2.6% | +60.1% | -57.5% | -20.5% |
| YTD | -21.7% | -3.9% | -17.7% | -20.6% |
| 1Y | -21.6% | +4.1% | -25.7% | -24.6% |
| 3Y | +57.0% | -15.9% | +72.9% | +64.0% |
| All | +25.5% | -26.4% | +51.9% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling