+2.0%
ISRG vs RL
+238.1%
-236.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -2.3% | -7.8% | +5.5% | +0.5% |
| 3M | -12.4% | -4.0% | -8.4% | -11.4% |
| 6M | -26.8% | -1.9% | -24.9% | -27.2% |
| YTD | -35.3% | -0.2% | -35.1% | -36.1% |
| 1Y | -19.3% | +10.7% | -30.0% | -23.7% |
| 3Y | +18.1% | +210.8% | -192.6% | -28.0% |
| All | +2.0% | +238.1% | -236.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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