+23.9%
ISRG vs ARWR
-38.4%
+62.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.3% | -1.4% |
| 7D | -6.1% | -17.9% | +11.8% | -3.4% |
| 30D | +4.2% | -18.9% | +23.1% | +7.4% |
| 3M | +9.6% | -46.0% | +55.6% | +20.0% |
| 6M | +1.9% | -40.3% | +42.2% | +8.8% |
| YTD | -22.3% | -29.0% | +6.6% | -20.1% |
| 1Y | -23.2% | +13.8% | -37.0% | -28.3% |
| 3Y | +58.5% | +74.9% | -16.4% | +23.1% |
| 5Y | +23.9% | -36.2% | +60.2% | +12.8% |
| All | +23.9% | -38.4% | +62.3% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling