+22,093.8%
ISRG vs RIG
-88.9%
+22,182.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +2.1% | -12.2% | +14.3% | +3.9% |
| 30D | +6.2% | -6.0% | +12.1% | +6.6% |
| 3M | +14.4% | -9.4% | +23.8% | +15.2% |
| 6M | 0.0% | -19.1% | +19.1% | +1.9% |
| YTD | -20.5% | +25.4% | -46.0% | -25.0% |
| 1Y | -21.9% | +23.3% | -45.2% | -26.2% |
| 3Y | +62.2% | -22.1% | +84.3% | +57.0% |
| 5Y | +25.2% | +50.1% | -25.0% | +2.6% |
| 10Y | +537.3% | -50.7% | +588.0% | +374.0% |
| All | +22,093.8% | -88.9% | +22,182.6% | +19,752.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling