+539.2%
ISRG vs ALM
+2,100.8%
-1,561.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.6% |
| 7D | -2.0% | +1.2% | -3.3% | -2.1% |
| 30D | +5.6% | -19.3% | +24.9% | +6.1% |
| 3M | +10.5% | -40.6% | +51.2% | +11.9% |
| 6M | +2.6% | -57.9% | +60.5% | +4.6% |
| YTD | -21.7% | -6.7% | -15.0% | -22.8% |
| 1Y | -21.6% | +20.2% | -41.7% | -23.4% |
| 3Y | +57.0% | +879.4% | -822.4% | +39.8% |
| 5Y | +25.0% | +415.3% | -390.3% | +12.2% |
| All | +539.2% | +2,100.8% | -1,561.6% | +442.9% |
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