+23,858.4%
ISRG vs RCAT
-100.0%
+23,958.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.9% | +12.1% | -2.8% |
| 7D | +4.4% | -32.6% | +37.0% | +4.4% |
| 30D | +15.8% | -46.3% | +62.0% | +15.8% |
| 3M | +24.9% | -60.7% | +85.6% | +24.9% |
| 6M | +3.8% | -67.4% | +71.2% | +3.8% |
| YTD | -17.3% | -57.1% | +39.8% | -17.3% |
| 1Y | -14.6% | -63.8% | +49.2% | -14.6% |
| 3Y | +68.2% | +268.1% | -199.9% | +68.4% |
| 5Y | +28.4% | +25.2% | +3.2% | +28.5% |
| 10Y | +528.0% | -99.7% | +627.7% | +546.0% |
| All | +23,858.4% | -100.0% | +23,958.4% | +27,379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling