+550.7%
ISRG vs RMBS
+579.1%
-28.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.5% |
| 7D | -6.8% | +3.0% | -9.7% | -7.9% |
| 30D | +5.1% | -15.5% | +20.6% | +8.3% |
| 3M | +12.0% | -11.5% | +23.5% | +13.0% |
| 6M | +7.0% | -36.5% | +43.6% | +13.5% |
| YTD | -20.6% | -7.1% | -13.5% | -28.6% |
| 1Y | -21.4% | -18.7% | -2.8% | -26.8% |
| 3Y | +62.0% | +36.2% | +25.8% | +12.5% |
| 5Y | +28.1% | +252.0% | -223.9% | -45.9% |
| 10Y | +550.7% | +561.2% | -10.5% | +85.7% |
| All | +550.7% | +579.1% | -28.4% | +85.7% |
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