+43.7%
ISRG vs ROIV
+232.7%
-188.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.0% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -2.3% | +1.0% | -3.2% | -2.5% |
| 3M | -12.4% | +18.3% | -30.7% | -14.5% |
| 6M | -26.8% | +18.3% | -45.2% | -28.6% |
| YTD | -35.3% | +61.0% | -96.2% | -39.3% |
| 1Y | -19.3% | +177.9% | -197.2% | -29.3% |
| 3Y | +18.1% | +199.1% | -180.9% | +1.0% |
| 5Y | +2.6% | +250.7% | -248.1% | -19.7% |
| All | +43.7% | +232.7% | -188.9% | +14.1% |
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 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