+22,068.6%
ISRG vs RMBS
+11.0%
+22,057.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.8% |
| 7D | -6.8% | +3.0% | -9.7% | -7.3% |
| 30D | +5.1% | -15.5% | +20.6% | +6.8% |
| 3M | +12.0% | -11.5% | +23.5% | +12.6% |
| 6M | +7.0% | -36.5% | +43.6% | +10.5% |
| YTD | -20.6% | -7.1% | -13.5% | -23.4% |
| 1Y | -21.4% | -18.7% | -2.8% | -23.1% |
| 3Y | +62.0% | +36.2% | +25.8% | +43.2% |
| 5Y | +28.1% | +252.0% | -223.9% | -0.1% |
| 10Y | +550.7% | +561.2% | -10.5% | +367.4% |
| All | +22,068.6% | +11.0% | +22,057.6% | +13,414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling