+83.6%
ISRG vs ROIV
+248.8%
-165.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.4% |
| 7D | +4.4% | -2.4% | +6.8% | +4.7% |
| 30D | +15.8% | +3.1% | +12.7% | +15.4% |
| 3M | +24.9% | +5.8% | +19.0% | +23.6% |
| 6M | +3.8% | +29.3% | -25.5% | -0.1% |
| YTD | -17.3% | +68.8% | -86.0% | -23.1% |
| 1Y | -14.6% | +81.0% | -95.6% | -21.4% |
| 3Y | +68.2% | +294.6% | -226.4% | +40.2% |
| 5Y | +28.4% | +373.1% | -344.7% | -5.3% |
| All | +83.6% | +248.8% | -165.1% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling