+0.2%
ISRG vs RIG
-11.9%
+12.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.1% |
| 7D | +4.8% | -24.5% | +29.3% | +3.3% |
| 30D | +9.2% | -2.8% | +12.0% | +8.2% |
| 3M | +21.2% | +1.6% | +19.6% | +20.0% |
| 6M | +0.2% | -15.9% | +16.1% | -0.7% |
| All | +0.2% | -11.9% | +12.2% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling