+23.9%
ISRG vs ARES
+83.4%
-59.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | +4.8% | +4.5% | +0.3% | +2.9% |
| 30D | +9.2% | +15.7% | -6.5% | +2.5% |
| 3M | +21.2% | -2.0% | +23.2% | +21.8% |
| 6M | +0.2% | +10.4% | -10.2% | -5.2% |
| YTD | -20.1% | -14.2% | -5.8% | -16.5% |
| 1Y | -17.3% | -7.8% | -9.6% | -17.2% |
| 3Y | +63.3% | +41.4% | +21.9% | +23.3% |
| All | +23.9% | +83.4% | -59.4% | -23.1% |
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