+22,229.9%
ISRG vs RIG
-88.8%
+22,318.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.8% |
| 7D | +4.8% | -24.5% | +29.3% | +8.8% |
| 30D | +9.2% | -2.8% | +12.0% | +9.2% |
| 3M | +21.2% | +1.6% | +19.6% | +20.0% |
| 6M | +0.2% | -15.9% | +16.1% | +1.5% |
| YTD | -20.1% | +26.9% | -46.9% | -24.6% |
| 1Y | -17.3% | +34.4% | -51.7% | -22.9% |
| 3Y | +63.3% | -21.2% | +84.5% | +57.8% |
| 5Y | +24.1% | +46.4% | -22.3% | +2.1% |
| 10Y | +507.0% | -45.8% | +552.8% | +341.7% |
| All | +22,229.9% | -88.8% | +22,318.6% | +19,842.1% |
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