+539.2%
ISRG vs ROK
+264.0%
+275.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -2.0% | +7.1% | -9.1% | -5.0% |
| 30D | +5.6% | -5.0% | +10.5% | +7.1% |
| 3M | +10.5% | -9.4% | +19.9% | +14.4% |
| 6M | +2.6% | -11.0% | +13.6% | +6.2% |
| YTD | -21.7% | +4.4% | -26.1% | -25.8% |
| 1Y | -21.6% | +7.4% | -29.0% | -26.8% |
| 3Y | +57.0% | +61.0% | -3.9% | +13.8% |
| 5Y | +25.0% | +30.4% | -5.4% | -1.7% |
| All | +539.2% | +264.0% | +275.2% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling