-21.9%
ISRG vs ALM
+12.3%
-34.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.2% | +5.0% | -2.3% |
| 7D | +2.1% | -6.3% | +8.4% | +2.1% |
| 30D | +6.2% | -31.4% | +37.6% | +6.2% |
| 3M | +14.4% | -40.6% | +55.0% | +13.8% |
| 6M | 0.0% | -58.6% | +58.6% | +0.1% |
| YTD | -20.5% | -7.6% | -12.9% | -24.7% |
| 1Y | -21.9% | +13.8% | -35.7% | -28.0% |
| All | -21.9% | +12.3% | -34.2% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling