+376.2%
ISRG vs RF
+343.3%
+32.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.6% | +1.3% | -2.9% | -2.0% |
| 30D | -2.3% | -3.6% | +1.3% | -1.2% |
| 3M | -12.4% | +8.1% | -20.5% | -14.6% |
| 6M | -26.8% | +11.5% | -38.3% | -29.4% |
| YTD | -35.3% | +15.6% | -50.8% | -38.4% |
| 1Y | -19.3% | +15.7% | -35.0% | -23.4% |
| 3Y | +18.1% | +86.9% | -68.8% | -5.9% |
| 5Y | +2.6% | +89.8% | -87.2% | -20.4% |
| All | +376.2% | +343.3% | +32.8% | +205.8% |
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