+500.7%
ISRG vs ARWR
+906.2%
-405.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.5% |
| 7D | +4.8% | -2.9% | +7.7% | +5.2% |
| 30D | +9.2% | -5.4% | +14.6% | +10.0% |
| 3M | +21.2% | -32.2% | +53.4% | +27.3% |
| 6M | +0.2% | -26.5% | +26.7% | +3.3% |
| YTD | -20.1% | -12.4% | -7.7% | -20.0% |
| 1Y | -17.3% | +46.9% | -64.2% | -23.9% |
| 3Y | +63.3% | +116.0% | -52.7% | +33.2% |
| 5Y | +24.1% | -28.0% | +52.0% | +12.9% |
| All | +500.7% | +906.2% | -405.5% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling