+378.3%
ISRG vs ALM
+2,950.3%
-2,572.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -1.6% | -2.6% | +1.0% | -1.5% |
| 30D | -2.3% | +32.0% | -34.3% | -3.2% |
| 3M | -12.4% | -15.0% | +2.6% | -12.3% |
| 6M | -26.8% | -10.1% | -16.7% | -27.1% |
| YTD | -35.3% | +99.4% | -134.7% | -37.4% |
| 1Y | -19.3% | +316.4% | -335.7% | -24.3% |
| 3Y | +18.1% | +2,022.0% | -2,003.8% | +3.1% |
| 5Y | +2.6% | +941.2% | -938.5% | -9.2% |
| All | +378.3% | +2,950.3% | -2,572.1% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling