+22,093.8%
ISRG vs AKAM
-9.7%
+22,103.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.3% | -6.5% | -3.1% |
| 7D | +2.1% | -3.3% | +5.4% | +2.5% |
| 30D | +6.2% | -21.7% | +27.9% | +10.6% |
| 3M | +14.4% | -28.8% | +43.3% | +20.7% |
| 6M | 0.0% | -43.3% | +43.3% | +9.0% |
| YTD | -20.5% | -4.1% | -16.5% | -23.4% |
| 1Y | -21.9% | -3.9% | -18.0% | -24.8% |
| 3Y | +62.2% | -24.4% | +86.6% | +60.3% |
| 5Y | +25.2% | -23.8% | +48.9% | +23.5% |
| 10Y | +537.3% | +26.4% | +510.9% | +465.7% |
| All | +22,093.8% | -9.7% | +22,103.5% | +16,095.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling