+69.1%
ISRG vs AKAM
-27.3%
+96.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.0% |
| 7D | +5.4% | -7.4% | +12.8% | +6.1% |
| 30D | +8.6% | -24.9% | +33.6% | +11.3% |
| 3M | +21.6% | -27.4% | +48.9% | +24.6% |
| 6M | +2.3% | -45.6% | +48.0% | +7.6% |
| YTD | -18.7% | -8.0% | -10.7% | -22.9% |
| 1Y | -17.8% | -4.1% | -13.6% | -22.8% |
| 3Y | +69.1% | -26.9% | +95.9% | +53.7% |
| All | +69.1% | -27.3% | +96.4% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling