-25.5%
ISRG vs RGEN
+37.7%
-63.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -7.6% | +2.8% | -10.4% | -8.3% |
| 3M | -16.4% | +34.5% | -50.8% | -21.9% |
| 6M | -28.6% | +40.5% | -69.0% | -34.6% |
| YTD | -38.2% | +2.8% | -41.0% | -39.1% |
| 1Y | -25.5% | +39.6% | -65.1% | -28.8% |
| All | -25.5% | +37.7% | -63.2% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling