+17.4%
ISRG vs RMBS
+55.1%
-37.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | -5.2% | +3.0% | -8.1% | -5.5% |
| 30D | -7.6% | -14.4% | +6.8% | -5.9% |
| 3M | -16.4% | -42.8% | +26.5% | -10.6% |
| 6M | -28.6% | -1.4% | -27.2% | -32.1% |
| YTD | -38.2% | -5.4% | -32.7% | -41.6% |
| 1Y | -25.5% | +18.6% | -44.1% | -34.4% |
| 3Y | +17.4% | +57.3% | -39.9% | -10.7% |
| All | +17.4% | +55.1% | -37.7% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling