+356.0%
ISRG vs ARES
+1,045.9%
-689.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.1% |
| 7D | -5.2% | -0.3% | -4.8% | -5.0% |
| 30D | -7.6% | +1.3% | -8.9% | -8.1% |
| 3M | -16.4% | +10.4% | -26.7% | -20.1% |
| 6M | -28.6% | +29.0% | -57.6% | -36.8% |
| YTD | -38.2% | -12.2% | -26.0% | -36.4% |
| 1Y | -25.5% | -18.4% | -7.1% | -21.5% |
| 3Y | +17.4% | +43.2% | -25.8% | -6.4% |
| 5Y | -3.0% | +102.6% | -105.6% | -35.2% |
| 10Y | +356.0% | +1,029.6% | -673.7% | +87.5% |
| All | +356.0% | +1,045.9% | -689.9% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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