+539.2%
ISRG vs RMBS
+534.0%
+5.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.6% |
| 7D | -2.0% | +10.3% | -12.4% | -4.4% |
| 30D | +5.6% | -10.7% | +16.3% | +7.3% |
| 3M | +10.5% | -17.2% | +27.8% | +13.3% |
| 6M | +2.6% | -39.0% | +41.6% | +10.0% |
| YTD | -21.7% | -10.5% | -11.2% | -28.9% |
| 1Y | -21.6% | -11.0% | -10.6% | -29.1% |
| 3Y | +57.0% | +31.3% | +25.7% | +9.9% |
| 5Y | +25.0% | +242.8% | -217.8% | -47.1% |
| All | +539.2% | +534.0% | +5.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling