-20.1%
ISRG vs ARMK
+46.1%
-66.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.2% |
| 7D | +5.4% | +0.9% | +4.5% | +5.3% |
| 30D | +8.6% | -0.4% | +9.0% | +8.7% |
| 3M | +21.6% | -2.0% | +23.5% | +21.6% |
| 6M | +2.3% | +22.0% | -19.6% | -5.3% |
| YTD | -18.7% | +49.6% | -68.3% | -29.6% |
| All | -20.1% | +46.1% | -66.2% | -30.5% |
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