+539.2%
ISRG vs RIG
-46.1%
+585.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.5% |
| 7D | -2.0% | +5.7% | -7.8% | -2.5% |
| 30D | +5.6% | -0.7% | +6.3% | +5.3% |
| 3M | +10.5% | -3.1% | +13.7% | +10.4% |
| 6M | +2.6% | -16.3% | +18.9% | +3.6% |
| YTD | -21.7% | +34.1% | -55.8% | -25.1% |
| 1Y | -21.6% | +38.2% | -59.7% | -25.2% |
| 3Y | +57.0% | -15.3% | +72.3% | +52.2% |
| 5Y | +25.0% | +62.5% | -37.5% | +9.5% |
| All | +539.2% | -46.1% | +585.2% | +439.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling