+28.4%
ISRG vs RF
+42.4%
-14.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | +4.4% | -1.6% | +6.0% | +5.0% |
| 30D | +15.8% | +5.0% | +10.7% | +13.9% |
| 3M | +24.9% | -10.0% | +34.9% | +29.3% |
| 6M | +3.8% | +3.3% | +0.5% | +2.7% |
| YTD | -17.3% | +7.9% | -25.2% | -19.6% |
| 1Y | -14.6% | +21.2% | -35.8% | -20.2% |
| 3Y | +68.2% | +105.8% | -37.6% | +28.1% |
| 5Y | +28.4% | +43.7% | -15.4% | +8.1% |
| All | +28.4% | +42.4% | -14.1% | +8.1% |
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