+550.7%
ISRG vs RF
+241.0%
+309.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.8% | -1.3% | -5.4% | -6.3% |
| 30D | +5.1% | +4.6% | +0.5% | +3.6% |
| 3M | +12.0% | -8.4% | +20.5% | +15.2% |
| 6M | +7.0% | +8.9% | -1.8% | +4.0% |
| YTD | -20.6% | +8.8% | -29.4% | -23.1% |
| 1Y | -21.4% | +18.9% | -40.3% | -26.1% |
| 3Y | +62.0% | +116.0% | -54.0% | +22.7% |
| 5Y | +28.1% | +46.0% | -17.9% | +7.7% |
| 10Y | +550.7% | +231.7% | +319.0% | +308.5% |
| All | +550.7% | +241.0% | +309.7% | +308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling