-10.5%
ISRG vs RIG
+43.0%
-53.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -7.6% | +17.0% | +9.1% |
| 7D | +8.5% | -18.8% | +27.3% | +8.1% |
| 30D | +18.6% | -1.1% | +19.7% | +18.1% |
| 3M | +30.9% | +4.4% | +26.5% | +30.2% |
| 6M | +6.6% | -20.8% | +27.4% | +6.8% |
| YTD | -14.9% | +32.0% | -46.8% | -19.3% |
| 1Y | -10.5% | +39.7% | -50.3% | -16.4% |
| All | -10.5% | +43.0% | -53.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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