-10.5%
ISRG vs RCL
+27.6%
-38.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.4% | +3.0% | +8.2% |
| 7D | +8.5% | +11.7% | -3.1% | +6.5% |
| 30D | +18.6% | +21.1% | -2.5% | +14.7% |
| 3M | +30.9% | +2.9% | +28.0% | +30.6% |
| 6M | +6.6% | +29.8% | -23.2% | +1.8% |
| YTD | -14.9% | +21.4% | -36.3% | -18.6% |
| 1Y | -10.5% | +32.0% | -42.6% | -15.9% |
| All | -10.5% | +27.6% | -38.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling