-21.9%
ISRG vs ARMK
+44.7%
-66.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.2% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +6.2% | -1.3% | +7.5% | +6.3% |
| 3M | +14.4% | -2.5% | +16.9% | +14.4% |
| 6M | 0.0% | +20.8% | -20.8% | -7.3% |
| YTD | -20.5% | +48.2% | -68.7% | -31.1% |
| 1Y | -21.9% | +45.7% | -67.6% | -32.0% |
| All | -21.9% | +44.7% | -66.6% | -32.0% |
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