+23.4%
ISRG vs ROK
+48.5%
-25.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -2.3% | -3.3% | +1.0% | -1.4% |
| 3M | -12.4% | -5.9% | -6.6% | -11.3% |
| 6M | -26.8% | +13.9% | -40.7% | -30.2% |
| YTD | -35.3% | +12.6% | -47.8% | -38.3% |
| 1Y | -19.3% | +28.6% | -47.9% | -26.2% |
| All | +23.4% | +48.5% | -25.1% | +0.9% |
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