+22,229.9%
ISRG vs ARWR
-64.2%
+22,294.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.4% |
| 7D | +4.8% | -2.9% | +7.7% | +4.9% |
| 30D | +9.2% | -5.4% | +14.6% | +9.3% |
| 3M | +21.2% | -32.2% | +53.4% | +21.8% |
| 6M | +0.2% | -26.5% | +26.7% | +0.5% |
| YTD | -20.1% | -12.4% | -7.7% | -20.0% |
| 1Y | -17.3% | +46.9% | -64.2% | -17.9% |
| 3Y | +63.3% | +116.0% | -52.7% | +60.5% |
| 5Y | +24.1% | -28.0% | +52.0% | +23.1% |
| 10Y | +507.0% | +923.9% | -417.0% | +482.2% |
| All | +22,229.9% | -64.2% | +22,294.1% | +19,565.6% |
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