-10.5%
ISRG vs ARMK
+41.1%
-51.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.2% | +13.6% | +9.9% |
| 7D | +8.5% | -5.8% | +14.4% | +9.4% |
| 30D | +18.6% | -5.3% | +23.9% | +19.3% |
| 3M | +30.9% | -6.7% | +37.6% | +31.7% |
| 6M | +6.6% | +17.4% | -10.8% | -1.0% |
| YTD | -14.9% | +43.0% | -57.9% | -25.8% |
| 1Y | -10.5% | +40.3% | -50.8% | -21.5% |
| All | -10.5% | +41.1% | -51.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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