+0.2%
ISRG vs ROK
-15.7%
+15.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.2% |
| 7D | +4.8% | -13.8% | +18.6% | +6.2% |
| 30D | +9.2% | -14.9% | +24.2% | +11.0% |
| 3M | +21.2% | -14.7% | +35.8% | +22.8% |
| 6M | +0.2% | -17.7% | +17.9% | +1.8% |
| All | +0.2% | -15.7% | +15.9% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling