+2.0%
ISRG vs ACWI
+67.7%
-65.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | +0.5% | -2.1% | -2.2% |
| 30D | -2.3% | +0.9% | -3.1% | -3.4% |
| 3M | -12.4% | +2.4% | -14.8% | -15.4% |
| 6M | -26.8% | +12.4% | -39.2% | -37.6% |
| YTD | -35.3% | +15.2% | -50.4% | -46.6% |
| 1Y | -19.3% | +22.7% | -42.0% | -39.1% |
| 3Y | +18.1% | +75.8% | -57.6% | -45.5% |
| All | +2.0% | +67.7% | -65.6% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling