+17.4%
ISRG vs ARKK
+95.6%
-78.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -5.2% | +3.6% | -8.8% | -6.4% |
| 30D | -7.6% | +8.4% | -15.9% | -10.3% |
| 3M | -16.4% | +13.4% | -29.8% | -20.4% |
| 6M | -28.6% | +18.9% | -47.5% | -33.6% |
| YTD | -38.2% | +11.9% | -50.1% | -41.4% |
| 1Y | -25.5% | +13.1% | -38.6% | -30.6% |
| 3Y | +17.4% | +97.1% | -79.7% | -14.3% |
| All | +17.4% | +95.6% | -78.2% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling