+17,983.8%
ISRG vs RJF
+3,892.7%
+14,091.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | -2.3% | -1.3% | -1.0% | -1.8% |
| 3M | -12.4% | +18.9% | -31.3% | -17.8% |
| 6M | -26.8% | +15.0% | -41.9% | -30.6% |
| YTD | -35.3% | +12.2% | -47.5% | -38.2% |
| 1Y | -19.3% | +5.6% | -25.0% | -21.4% |
| 3Y | +18.1% | +74.9% | -56.7% | -5.7% |
| 5Y | +2.6% | +106.6% | -104.0% | -23.7% |
| 10Y | +379.4% | +433.1% | -53.6% | +142.5% |
| All | +17,983.8% | +3,892.7% | +14,091.1% | +4,026.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling