+26.5%
ISRG vs ROIV
+433.0%
-406.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.2% |
| 7D | +5.4% | +13.3% | -7.9% | +3.9% |
| 30D | +8.6% | +14.8% | -6.1% | +6.8% |
| 3M | +21.6% | +11.9% | +9.7% | +19.4% |
| 6M | +2.3% | +42.4% | -40.1% | -2.9% |
| YTD | -18.7% | +87.4% | -106.1% | -25.9% |
| 1Y | -17.8% | +97.2% | -115.0% | -25.6% |
| 3Y | +69.1% | +375.7% | -306.6% | +35.7% |
| 5Y | +26.5% | +379.0% | -352.6% | -12.8% |
| All | +26.5% | +433.0% | -406.6% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling