+533.8%
ISRG vs RGEN
+411.3%
+122.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.2% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | +4.2% | -5.1% | +9.3% | +5.5% |
| 3M | +9.6% | +0.5% | +9.1% | +8.6% |
| 6M | +1.9% | +46.6% | -44.7% | -9.9% |
| YTD | -22.3% | +1.6% | -24.0% | -24.5% |
| 1Y | -23.2% | +5.4% | -28.5% | -26.1% |
| 3Y | +58.5% | +12.8% | +45.7% | +41.5% |
| 5Y | +23.9% | -35.6% | +59.5% | +21.7% |
| All | +533.8% | +411.3% | +122.6% | +247.6% |
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