-17.3%
ISRG vs ROIV
+93.5%
-110.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.5% | -3.5% |
| 7D | +4.8% | +5.3% | -0.5% | +4.6% |
| 30D | +9.2% | +11.9% | -2.7% | +8.9% |
| 3M | +21.2% | +10.7% | +10.5% | +20.6% |
| 6M | +0.2% | +34.9% | -34.7% | -3.0% |
| YTD | -20.1% | +79.2% | -99.2% | -25.0% |
| 1Y | -17.3% | +89.0% | -106.4% | -23.1% |
| All | -17.3% | +93.5% | -110.8% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling