-23.2%
ISRG vs RKT
-23.2%
0.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +2.9% | -1.3% |
| 7D | -6.1% | -7.5% | +1.4% | -5.0% |
| 30D | +4.2% | +26.6% | -22.4% | +0.8% |
| 3M | +9.6% | -2.4% | +12.0% | +9.9% |
| 6M | +1.9% | -7.4% | +9.2% | +2.1% |
| YTD | -22.3% | -29.2% | +6.9% | -21.0% |
| 1Y | -23.2% | -23.5% | +0.4% | -23.0% |
| All | -23.2% | -23.2% | 0.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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