+536.3%
ISRG vs ACWI
+226.8%
+309.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.6% |
| 7D | +5.4% | +0.3% | +5.1% | +5.0% |
| 30D | +8.6% | -2.8% | +11.5% | +12.5% |
| 3M | +21.6% | -3.2% | +24.7% | +26.3% |
| 6M | +2.3% | +1.3% | +1.1% | -0.1% |
| YTD | -18.7% | +11.2% | -29.9% | -29.9% |
| 1Y | -17.8% | +13.8% | -31.5% | -31.1% |
| 3Y | +69.1% | +76.2% | -7.1% | -19.6% |
| 5Y | +26.5% | +59.5% | -33.0% | -30.1% |
| 10Y | +536.3% | +222.2% | +314.1% | +63.0% |
| All | +536.3% | +226.8% | +309.4% | +63.0% |
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