-10.5%
ISRG vs RJF
+7.8%
-18.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.3% | +5.0% | +7.3% |
| 7D | +8.5% | +7.2% | +1.4% | +5.3% |
| 30D | +18.6% | +4.9% | +13.7% | +16.0% |
| 3M | +30.9% | -5.5% | +36.4% | +33.8% |
| 6M | +6.6% | +8.0% | -1.4% | +3.8% |
| YTD | -14.9% | +6.2% | -21.0% | -18.7% |
| 1Y | -10.5% | +7.8% | -18.3% | -15.3% |
| All | -10.5% | +7.8% | -18.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling