+550.7%
ISRG vs ACWI
+227.3%
+323.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -1.6% |
| 7D | -6.8% | -0.7% | -6.1% | -6.1% |
| 30D | +5.1% | -2.0% | +7.1% | +7.7% |
| 3M | +12.0% | -2.2% | +14.2% | +14.9% |
| 6M | +7.0% | +1.9% | +5.1% | +3.7% |
| YTD | -20.6% | +12.0% | -32.6% | -32.1% |
| 1Y | -21.4% | +12.5% | -34.0% | -33.3% |
| 3Y | +62.0% | +75.4% | -13.4% | -22.4% |
| 5Y | +28.1% | +61.5% | -33.4% | -30.3% |
| 10Y | +550.7% | +227.1% | +323.6% | +70.9% |
| All | +550.7% | +227.3% | +323.4% | +70.9% |
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