+17,983.8%
ISRG vs AKAM
+13.4%
+17,970.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.6% | -2.1% | +0.5% | -1.2% |
| 30D | -2.3% | -13.9% | +11.7% | +0.3% |
| 3M | -12.4% | -33.8% | +21.4% | -6.2% |
| 6M | -26.8% | +2.2% | -29.0% | -29.1% |
| YTD | -35.3% | +20.6% | -55.8% | -39.7% |
| 1Y | -19.3% | +36.3% | -55.6% | -26.9% |
| 3Y | +18.1% | -0.1% | +18.3% | +11.8% |
| 5Y | +2.6% | -7.5% | +10.2% | -1.5% |
| 10Y | +379.4% | +90.2% | +289.3% | +297.6% |
| All | +17,983.8% | +13.4% | +17,970.4% | +12,652.7% |
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 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