+57.0%
ISRG vs RGEN
+15.2%
+41.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -2.0% | -3.3% | +1.3% | -1.3% |
| 30D | +5.6% | -5.8% | +11.4% | +6.9% |
| 3M | +10.5% | +0.2% | +10.4% | +9.8% |
| 6M | +2.6% | +56.8% | -54.2% | -9.0% |
| YTD | -21.7% | +2.4% | -24.1% | -23.5% |
| 1Y | -21.6% | +11.4% | -33.0% | -25.0% |
| 3Y | +57.0% | +15.2% | +41.9% | +43.8% |
| All | +57.0% | +15.2% | +41.8% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling