-19.9%
ISRG vs ARKK
+7.4%
-27.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.5% |
| 7D | -2.5% | -4.7% | +2.1% | -1.4% |
| 30D | -10.2% | +3.1% | -13.2% | -11.0% |
| 3M | -12.5% | +13.8% | -26.3% | -15.6% |
| 6M | -25.8% | +14.0% | -39.8% | -28.9% |
| YTD | -36.4% | +8.0% | -44.3% | -38.7% |
| 1Y | -19.9% | +9.9% | -29.8% | -24.1% |
| All | -19.9% | +7.4% | -27.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 1y: compounded portfolio wealth divided by compounded ARKK 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…
1y analysis · Full analysis span regression · 6 months rolling