-25.5%
ISRG vs RIG
+85.2%
-110.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.4% |
| 7D | -5.2% | -2.7% | -2.5% | -5.0% |
| 30D | -7.6% | +9.5% | -17.1% | -8.1% |
| 3M | -16.4% | -6.6% | -9.7% | -16.0% |
| 6M | -28.6% | -2.9% | -25.7% | -29.0% |
| YTD | -38.2% | +39.5% | -77.6% | -42.7% |
| 1Y | -25.5% | +82.3% | -107.8% | -34.6% |
| All | -25.5% | +85.2% | -110.7% | -34.6% |
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