+539.2%
ISRG vs AKAM
+29.8%
+509.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.2% |
| 7D | -2.0% | +2.8% | -4.8% | -2.9% |
| 30D | +5.6% | -6.9% | +12.4% | +7.1% |
| 3M | +10.5% | -31.8% | +42.4% | +21.1% |
| 6M | +2.6% | -47.0% | +49.6% | +19.6% |
| YTD | -21.7% | -2.1% | -19.6% | -29.3% |
| 1Y | -21.6% | -3.7% | -17.9% | -28.8% |
| 3Y | +57.0% | -23.0% | +80.1% | +48.3% |
| 5Y | +25.0% | -23.4% | +48.4% | +17.1% |
| All | +539.2% | +29.8% | +509.3% | +379.4% |
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