+59.1%
ISRG vs ALM
+901.8%
-842.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | -6.8% | -7.2% | +0.4% | -6.6% |
| 30D | +5.1% | -26.4% | +31.5% | +5.8% |
| 3M | +12.0% | -38.6% | +50.6% | +12.8% |
| 6M | +7.0% | -61.0% | +68.0% | +9.1% |
| YTD | -20.6% | -7.4% | -13.3% | -22.3% |
| 1Y | -21.4% | +14.0% | -35.4% | -23.9% |
| All | +59.1% | +901.8% | -842.7% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling