+500.7%
ISRG vs ACWI
+219.0%
+281.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.3% |
| 7D | +4.8% | -2.4% | +7.2% | +8.1% |
| 30D | +9.2% | -5.2% | +14.4% | +16.8% |
| 3M | +21.2% | -4.8% | +26.0% | +28.7% |
| 6M | +0.2% | -1.3% | +1.5% | +1.1% |
| YTD | -20.1% | +8.4% | -28.4% | -28.7% |
| 1Y | -17.3% | +11.0% | -28.4% | -28.6% |
| 3Y | +63.3% | +70.6% | -7.2% | -19.0% |
| 5Y | +24.1% | +55.3% | -31.2% | -29.0% |
| All | +500.7% | +219.0% | +281.7% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling