+3.5%
ISRG vs RMBS
+267.8%
-264.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -5.0% | +3.5% | -8.5% | -5.6% |
| 30D | -10.2% | -8.6% | -1.6% | -8.9% |
| 3M | -17.2% | -40.3% | +23.1% | -10.0% |
| 6M | -28.4% | -1.0% | -27.4% | -33.0% |
| YTD | -37.6% | -4.6% | -33.0% | -42.2% |
| 1Y | -24.4% | +17.6% | -42.0% | -35.6% |
| 3Y | +18.4% | +58.6% | -40.2% | -16.2% |
| All | +3.5% | +267.8% | -264.3% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling