+28.8%
ISRG vs RGTI
+54.2%
-25.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | -8.0% | -17.1% | +9.1% | -7.4% |
| 3M | -10.6% | -26.0% | +15.4% | -9.8% |
| 6M | -25.1% | -9.9% | -15.2% | -25.6% |
| YTD | -34.8% | -31.1% | -3.8% | -34.7% |
| 1Y | -19.0% | -8.5% | -10.5% | -20.9% |
| 3Y | +22.1% | +652.2% | -630.1% | -1.1% |
| 5Y | +8.2% | +56.8% | -48.6% | -1.7% |
| All | +28.8% | +54.2% | -25.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RGTI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling