+565.7%
ISRG vs ARKK
+367.9%
+197.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.4% |
| 7D | -1.6% | +1.9% | -3.5% | -2.5% |
| 30D | -2.3% | +13.2% | -15.4% | -7.9% |
| 3M | -12.4% | +7.7% | -20.1% | -16.1% |
| 6M | -26.8% | +15.1% | -41.9% | -32.3% |
| YTD | -35.3% | +12.1% | -47.3% | -39.7% |
| 1Y | -19.3% | +14.9% | -34.3% | -26.6% |
| 3Y | +18.1% | +99.3% | -81.2% | -21.5% |
| 5Y | +2.6% | -29.9% | +32.6% | +7.7% |
| 10Y | +379.4% | +351.6% | +27.8% | +65.1% |
| All | +565.7% | +367.9% | +197.8% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling