+28.1%
ISRG vs RNG
-74.0%
+102.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | -6.8% | -3.5% | -3.2% | -6.1% |
| 30D | +5.1% | -3.8% | +8.9% | +5.7% |
| 3M | +12.0% | +18.6% | -6.5% | +7.9% |
| 6M | +7.0% | +69.2% | -62.2% | -5.0% |
| YTD | -20.6% | +161.9% | -182.5% | -37.1% |
| 1Y | -21.4% | +176.2% | -197.7% | -38.6% |
| 3Y | +62.0% | +174.5% | -112.5% | +20.1% |
| 5Y | +28.1% | -71.9% | +100.1% | +59.7% |
| All | +28.1% | -74.0% | +102.1% | +59.7% |
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