+23,674.8%
ISRG vs RF
+306.9%
+23,367.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.0% |
| 7D | +8.5% | +2.3% | +6.3% | +8.0% |
| 30D | +18.6% | +7.2% | +11.4% | +16.7% |
| 3M | +30.9% | -8.2% | +39.1% | +33.5% |
| 6M | +6.6% | +7.0% | -0.5% | +4.9% |
| YTD | -14.9% | +10.3% | -25.2% | -17.0% |
| 1Y | -10.5% | +25.1% | -35.6% | -15.3% |
| 3Y | +73.1% | +110.3% | -37.2% | +43.8% |
| 5Y | +32.7% | +47.1% | -14.4% | +17.8% |
| 10Y | +546.2% | +297.9% | +248.3% | +336.7% |
| All | +23,674.8% | +306.9% | +23,367.9% | +15,293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling