-3.0%
ISRG vs RJF
+105.7%
-108.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -5.2% | +1.8% | -6.9% | -6.0% |
| 30D | -7.6% | 0.0% | -7.6% | -7.5% |
| 3M | -16.4% | +18.0% | -34.3% | -22.4% |
| 6M | -28.6% | +17.0% | -45.5% | -33.6% |
| YTD | -38.2% | +11.1% | -49.3% | -41.5% |
| 1Y | -25.5% | +8.0% | -33.5% | -28.7% |
| 3Y | +17.4% | +73.3% | -55.9% | -12.1% |
| 5Y | -3.0% | +107.4% | -110.4% | -35.9% |
| All | -3.0% | +105.7% | -108.7% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling