+25.5%
ISRG vs ARES
+82.0%
-56.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.4% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | +5.6% | +19.7% | -14.1% | -2.4% |
| 3M | +10.5% | -9.0% | +19.5% | +14.8% |
| 6M | +2.6% | +11.5% | -8.9% | -3.4% |
| YTD | -21.7% | -13.8% | -7.8% | -18.4% |
| 1Y | -21.6% | -5.6% | -16.0% | -22.3% |
| 3Y | +57.0% | +36.1% | +20.9% | +21.2% |
| All | +25.5% | +82.0% | -56.5% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling