+536.3%
ISRG vs RGEN
+508.6%
+27.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.9% |
| 7D | +5.4% | +3.5% | +2.0% | +4.4% |
| 30D | +8.6% | +2.9% | +5.7% | +7.6% |
| 3M | +21.6% | +9.2% | +12.4% | +17.8% |
| 6M | +2.3% | +44.9% | -42.6% | -9.1% |
| YTD | -18.7% | +9.2% | -27.9% | -22.5% |
| 1Y | -17.8% | +25.3% | -43.0% | -24.7% |
| 3Y | +69.1% | +21.7% | +47.3% | +47.9% |
| 5Y | +26.5% | -34.5% | +61.0% | +23.8% |
| 10Y | +536.3% | +478.9% | +57.4% | +242.3% |
| All | +536.3% | +508.6% | +27.6% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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