-23.2%
ISRG vs RIG
+27.3%
-50.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | +4.3% | -10.4% | -5.9% |
| 30D | +4.2% | -5.8% | +10.1% | +3.7% |
| 3M | +9.6% | -6.7% | +16.3% | +9.0% |
| 6M | +1.9% | -18.7% | +20.5% | +1.8% |
| YTD | -22.3% | +28.8% | -51.1% | -25.3% |
| 1Y | -23.2% | +28.8% | -52.0% | -26.2% |
| All | -23.2% | +27.3% | -50.4% | -26.2% |
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