+23.9%
ISRG vs ARMK
+106.6%
-82.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -6.1% | +7.1% | -13.2% | -8.9% |
| 30D | +4.2% | -1.6% | +5.9% | +4.4% |
| 3M | +9.6% | -10.5% | +20.2% | +14.2% |
| 6M | +1.9% | +11.8% | -9.9% | -4.7% |
| YTD | -22.3% | +47.3% | -69.6% | -36.7% |
| 1Y | -23.2% | +41.5% | -64.6% | -36.2% |
| 3Y | +58.5% | +95.3% | -36.8% | +8.6% |
| 5Y | +23.9% | +108.1% | -84.2% | -23.2% |
| All | +23.9% | +106.6% | -82.6% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling