+19.2%
ISRG vs RKT
+42.6%
-23.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.6% | +2.1% | -3.7% | -1.8% |
| 30D | -2.3% | +1.4% | -3.7% | -2.5% |
| 3M | -12.4% | +6.3% | -18.7% | -13.2% |
| 6M | -26.8% | -15.5% | -11.4% | -26.2% |
| YTD | -35.3% | -27.4% | -7.9% | -34.0% |
| 1Y | -19.3% | -26.6% | +7.3% | -18.2% |
| All | +19.2% | +42.6% | -23.4% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling