+63.3%
ISRG vs RIG
-24.1%
+87.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.5% |
| 7D | +4.8% | -24.5% | +29.3% | +6.7% |
| 30D | +9.2% | -2.8% | +12.0% | +9.0% |
| 3M | +21.2% | +1.6% | +19.6% | +20.3% |
| 6M | +0.2% | -15.9% | +16.1% | +0.9% |
| YTD | -20.1% | +26.9% | -46.9% | -23.4% |
| 1Y | -17.3% | +34.4% | -51.7% | -21.4% |
| 3Y | +63.3% | -21.2% | +84.5% | +47.7% |
| All | +63.3% | -24.1% | +87.4% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling