+2.0%
ISRG vs ROK
+46.3%
-44.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -2.3% | -3.3% | +1.0% | -1.1% |
| 3M | -12.4% | -5.9% | -6.6% | -10.9% |
| 6M | -26.8% | +13.9% | -40.7% | -31.6% |
| YTD | -35.3% | +12.6% | -47.8% | -39.5% |
| 1Y | -19.3% | +28.6% | -47.9% | -29.0% |
| 3Y | +18.1% | +45.1% | -27.0% | -5.4% |
| All | +2.0% | +46.3% | -44.2% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling