+22,093.8%
ISRG vs RJF
+3,677.6%
+18,416.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +2.1% | +4.0% | -1.9% | +0.8% |
| 30D | +6.2% | +6.1% | 0.0% | +3.9% |
| 3M | +14.4% | -5.8% | +20.2% | +17.0% |
| 6M | 0.0% | +9.7% | -9.7% | -3.3% |
| YTD | -20.5% | +6.2% | -26.7% | -22.6% |
| 1Y | -21.9% | +5.3% | -27.2% | -23.7% |
| 3Y | +62.2% | +74.4% | -12.3% | +29.9% |
| 5Y | +25.2% | +81.6% | -56.4% | -2.4% |
| 10Y | +537.3% | +333.6% | +203.8% | +248.1% |
| All | +22,093.8% | +3,677.6% | +18,416.1% | +5,070.0% |
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