+54.8%
ISRG vs RGTI
-2.8%
+57.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +1.1% |
| 7D | -2.0% | -18.1% | +16.1% | -1.3% |
| 30D | +5.6% | -17.6% | +23.2% | +6.2% |
| 3M | +10.5% | -48.3% | +58.9% | +13.2% |
| 6M | +2.6% | -47.8% | +50.4% | +4.2% |
| YTD | -21.7% | -56.6% | +34.9% | -20.3% |
| 1Y | -21.6% | -61.8% | +40.3% | -19.9% |
| 3Y | +57.0% | +807.5% | -750.5% | +25.2% |
| 5Y | +25.0% | -8.8% | +33.8% | +18.2% |
| All | +54.8% | -2.8% | +57.6% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling