+69.1%
ISRG vs RJF
+74.9%
-5.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.4% |
| 7D | +5.4% | +3.4% | +2.0% | +4.0% |
| 30D | +8.6% | +5.9% | +2.7% | +6.1% |
| 3M | +21.6% | -4.6% | +26.2% | +24.0% |
| 6M | +2.3% | +9.5% | -7.2% | -1.2% |
| YTD | -18.7% | +6.0% | -24.7% | -21.1% |
| 1Y | -17.8% | +4.3% | -22.1% | -19.8% |
| 3Y | +69.1% | +76.6% | -7.5% | +42.5% |
| All | +69.1% | +74.9% | -5.8% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling