+2.0%
ISRG vs ACN
-40.9%
+43.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.7% |
| 7D | -1.6% | -1.5% | -0.1% | -0.9% |
| 30D | -2.3% | +9.4% | -11.6% | -6.5% |
| 3M | -12.4% | +5.6% | -18.1% | -16.1% |
| 6M | -26.8% | -9.3% | -17.6% | -24.7% |
| YTD | -35.3% | -29.0% | -6.3% | -24.0% |
| 1Y | -19.3% | -24.7% | +5.3% | -9.3% |
| 3Y | +18.1% | -39.8% | +58.0% | +46.5% |
| All | +2.0% | -40.9% | +43.0% | +26.4% |
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