+22,068.6%
ISRG vs ARWR
-69.6%
+22,138.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -6.8% | -19.9% | +13.2% | -6.5% |
| 30D | +5.1% | -18.7% | +23.8% | +5.4% |
| 3M | +12.0% | -44.7% | +56.7% | +12.9% |
| 6M | +7.0% | -36.5% | +43.5% | +7.5% |
| YTD | -20.6% | -25.7% | +5.0% | -20.4% |
| 1Y | -21.4% | +18.9% | -40.4% | -21.8% |
| 3Y | +62.0% | +83.1% | -21.1% | +59.5% |
| 5Y | +28.1% | -34.9% | +63.0% | +27.3% |
| 10Y | +550.7% | +1,080.9% | -530.2% | +524.3% |
| All | +22,068.6% | -69.6% | +22,138.2% | +19,462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling