-21.6%
ISRG vs ROK
+4.7%
-26.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -2.0% | +7.1% | -9.1% | -3.1% |
| 30D | +5.6% | -5.0% | +10.5% | +6.2% |
| 3M | +10.5% | -9.4% | +19.9% | +11.9% |
| 6M | +2.6% | -11.0% | +13.6% | +3.8% |
| YTD | -21.7% | +4.4% | -26.1% | -25.5% |
| 1Y | -21.6% | +7.4% | -29.0% | -27.4% |
| All | -21.6% | +4.7% | -26.2% | -27.4% |
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