+560.8%
ISRG vs RACE
+647.6%
-86.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -1.6% | -2.5% | +0.9% | -0.4% |
| 30D | -2.3% | +0.8% | -3.0% | -2.7% |
| 3M | -12.4% | +17.2% | -29.6% | -18.6% |
| 6M | -26.8% | +13.6% | -40.4% | -31.4% |
| YTD | -35.3% | +12.2% | -47.5% | -39.4% |
| 1Y | -19.3% | -16.3% | -3.1% | -14.4% |
| 3Y | +18.1% | +36.4% | -18.3% | -4.5% |
| 5Y | +2.6% | +95.0% | -92.3% | -31.0% |
| 10Y | +379.4% | +813.2% | -433.8% | +115.8% |
| All | +560.8% | +647.6% | -86.8% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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