+716.1%
ISRG vs ALM
+3,507.4%
-2,791.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.4% |
| 7D | +4.8% | -6.7% | +11.5% | +4.8% |
| 30D | +9.2% | -32.9% | +42.1% | +9.3% |
| 3M | +21.2% | -39.5% | +60.7% | +21.3% |
| 6M | +0.2% | -62.0% | +62.2% | +0.4% |
| YTD | -20.1% | -7.8% | -12.2% | -20.1% |
| 1Y | -17.3% | +26.7% | -44.0% | -17.5% |
| 3Y | +63.3% | +825.4% | -762.0% | +62.1% |
| 5Y | +24.1% | +401.2% | -377.2% | +23.2% |
| 10Y | +507.0% | +2,074.0% | -1,567.1% | +501.5% |
| All | +716.1% | +3,507.4% | -2,791.3% | +698.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling