+23.9%
ISRG vs RCAT
+46.9%
-23.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +18.6% | -22.0% | -4.0% |
| 7D | +4.8% | -12.7% | +17.6% | +5.2% |
| 30D | +9.2% | -34.3% | +43.5% | +10.6% |
| 3M | +21.2% | -53.4% | +74.6% | +24.0% |
| 6M | +0.2% | -62.0% | +62.2% | +2.7% |
| YTD | -20.1% | -49.1% | +29.0% | -19.8% |
| 1Y | -17.3% | -53.1% | +35.8% | -17.1% |
| 3Y | +63.3% | +318.7% | -255.3% | +44.7% |
| All | +23.9% | +46.9% | -23.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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