+63.3%
ISRG vs ROK
+49.7%
+13.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | +4.8% | -13.8% | +18.6% | +8.6% |
| 30D | +9.2% | -14.9% | +24.2% | +13.5% |
| 3M | +21.2% | -14.7% | +35.8% | +25.6% |
| 6M | +0.2% | -17.7% | +17.9% | +4.5% |
| YTD | -20.1% | -2.5% | -17.6% | -21.4% |
| 1Y | -17.3% | +2.3% | -19.6% | -20.0% |
| 3Y | +63.3% | +52.7% | +10.6% | +27.3% |
| All | +63.3% | +49.7% | +13.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling