+2.0%
ISRG vs RMD
-19.3%
+21.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -1.6% | -5.0% | +3.4% | +0.8% |
| 30D | -2.3% | +2.2% | -4.5% | -3.4% |
| 3M | -12.4% | +17.8% | -30.3% | -19.0% |
| 6M | -26.8% | -11.3% | -15.5% | -23.2% |
| YTD | -35.3% | -4.4% | -30.8% | -34.5% |
| 1Y | -19.3% | -15.7% | -3.6% | -13.7% |
| 3Y | +18.1% | +47.7% | -29.6% | -10.1% |
| All | +2.0% | -19.3% | +21.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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