+26.5%
ISRG vs AKAM
-26.7%
+53.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.3% |
| 7D | +5.4% | -7.4% | +12.8% | +6.8% |
| 30D | +8.6% | -24.9% | +33.6% | +14.3% |
| 3M | +21.6% | -27.4% | +48.9% | +28.0% |
| 6M | +2.3% | -45.6% | +48.0% | +13.5% |
| YTD | -18.7% | -8.0% | -10.7% | -25.4% |
| 1Y | -17.8% | -4.1% | -13.6% | -25.8% |
| 3Y | +69.1% | -26.9% | +95.9% | +61.4% |
| 5Y | +26.5% | -26.6% | +53.0% | +23.4% |
| All | +26.5% | -26.7% | +53.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling