-3.0%
ISRG vs RNG
-70.8%
+67.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.2% | -3.7% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -7.6% | +11.4% | -19.0% | -9.5% |
| 3M | -16.4% | +72.1% | -88.4% | -25.1% |
| 6M | -28.6% | +67.9% | -96.5% | -36.5% |
| YTD | -38.2% | +144.3% | -182.5% | -49.9% |
| 1Y | -25.5% | +117.5% | -143.0% | -38.4% |
| 3Y | +17.4% | +123.9% | -106.5% | -8.1% |
| 5Y | -3.0% | -70.1% | +67.1% | +7.3% |
| All | -3.0% | -70.8% | +67.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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