+370.1%
ISRG vs AKAM
+108.8%
+261.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.5% |
| 7D | -5.0% | +5.4% | -10.4% | -6.4% |
| 30D | -10.2% | -5.9% | -4.3% | -8.9% |
| 3M | -17.2% | -19.6% | +2.4% | -12.9% |
| 6M | -28.4% | +8.5% | -36.9% | -34.0% |
| YTD | -37.6% | +26.9% | -64.6% | -46.6% |
| 1Y | -24.4% | +41.7% | -66.1% | -38.3% |
| 3Y | +18.4% | +5.8% | +12.7% | +3.4% |
| 5Y | -1.0% | -2.3% | +1.4% | -11.6% |
| 10Y | +370.1% | +111.0% | +259.2% | +234.8% |
| All | +370.1% | +108.8% | +261.3% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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