+23.9%
ISRG vs RF
+42.5%
-18.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +4.8% | -0.9% | +5.7% | +5.2% |
| 30D | +9.2% | +6.0% | +3.2% | +7.2% |
| 3M | +21.2% | -8.9% | +30.1% | +24.9% |
| 6M | +0.2% | +2.3% | -2.1% | -0.5% |
| YTD | -20.1% | +7.6% | -27.6% | -22.2% |
| 1Y | -17.3% | +21.2% | -38.5% | -22.8% |
| 3Y | +63.3% | +108.5% | -45.2% | +23.8% |
| All | +23.9% | +42.5% | -18.6% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling