-25.5%
ISRG vs ROK
+26.1%
-51.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.3% |
| 7D | -5.2% | +2.8% | -7.9% | -5.7% |
| 30D | -7.6% | -2.4% | -5.2% | -7.1% |
| 3M | -16.4% | -4.7% | -11.7% | -15.8% |
| 6M | -28.6% | +16.8% | -45.3% | -32.5% |
| YTD | -38.2% | +11.4% | -49.5% | -41.4% |
| 1Y | -25.5% | +26.2% | -51.7% | -34.0% |
| All | -25.5% | +26.1% | -51.6% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling