+2.0%
ISRG vs ARWR
+28.5%
-26.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | -2.3% | -0.7% | -1.6% | -2.2% |
| 3M | -12.4% | +14.9% | -27.3% | -15.0% |
| 6M | -26.8% | +32.6% | -59.5% | -31.1% |
| YTD | -35.3% | +30.0% | -65.3% | -39.1% |
| 1Y | -19.3% | +208.4% | -227.7% | -36.2% |
| 3Y | +18.1% | +208.8% | -190.7% | -15.3% |
| All | +2.0% | +28.5% | -26.4% | -16.1% |
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