+23.9%
ISRG vs RGEN
-35.1%
+59.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -4.1% |
| 7D | +4.8% | -1.9% | +6.8% | +5.3% |
| 30D | +9.2% | +3.7% | +5.5% | +8.0% |
| 3M | +21.2% | +8.8% | +12.4% | +17.7% |
| 6M | +0.2% | +38.0% | -37.7% | -9.2% |
| YTD | -20.1% | +5.9% | -25.9% | -22.9% |
| 1Y | -17.3% | +19.7% | -37.0% | -22.9% |
| 3Y | +63.3% | +20.5% | +42.8% | +44.4% |
| All | +23.9% | -35.1% | +59.0% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling