+17,983.8%
ISRG vs RIG
-87.5%
+18,071.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | -1.6% | +0.9% | -2.4% | -1.7% |
| 30D | -2.3% | +13.8% | -16.1% | -4.2% |
| 3M | -12.4% | -6.4% | -6.0% | -12.0% |
| 6M | -26.8% | -8.2% | -18.7% | -26.7% |
| YTD | -35.3% | +41.6% | -76.9% | -39.6% |
| 1Y | -19.3% | +88.7% | -108.0% | -28.2% |
| 3Y | +18.1% | -30.9% | +49.0% | +17.1% |
| 5Y | +2.6% | +57.7% | -55.0% | -16.5% |
| 10Y | +379.4% | -39.3% | +418.7% | +242.5% |
| All | +17,983.8% | -87.5% | +18,071.3% | +15,893.0% |
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