+22,612.5%
ISRG vs AKAM
-13.4%
+22,626.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.3% |
| 7D | +5.4% | -7.4% | +12.8% | +6.7% |
| 30D | +8.6% | -24.9% | +33.6% | +14.1% |
| 3M | +21.6% | -27.4% | +48.9% | +27.8% |
| 6M | +2.3% | -45.6% | +48.0% | +12.5% |
| YTD | -18.7% | -8.0% | -10.7% | -21.0% |
| 1Y | -17.8% | -4.1% | -13.6% | -20.8% |
| 3Y | +69.1% | -26.9% | +95.9% | +68.2% |
| 5Y | +26.5% | -26.6% | +53.0% | +25.7% |
| 10Y | +536.3% | +20.7% | +515.6% | +469.8% |
| All | +22,612.5% | -13.4% | +22,626.0% | +16,608.1% |
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