+356.0%
ISRG vs RIG
-42.7%
+398.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.4% |
| 7D | -5.2% | -2.7% | -2.5% | -4.9% |
| 30D | -7.6% | +9.5% | -17.1% | -8.4% |
| 3M | -16.4% | -6.6% | -9.7% | -16.0% |
| 6M | -28.6% | -2.9% | -25.7% | -28.9% |
| YTD | -38.2% | +39.5% | -77.6% | -40.8% |
| 1Y | -25.5% | +82.3% | -107.8% | -30.7% |
| 3Y | +17.4% | -29.6% | +47.0% | +16.3% |
| 5Y | -3.0% | +63.2% | -66.1% | -14.9% |
| 10Y | +356.0% | -45.0% | +401.0% | +278.7% |
| All | +356.0% | -42.7% | +398.7% | +278.7% |
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