+22,229.9%
ISRG vs ROK
+4,506.9%
+17,723.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | +4.8% | -13.8% | +18.6% | +11.1% |
| 30D | +9.2% | -14.9% | +24.2% | +16.2% |
| 3M | +21.2% | -14.7% | +35.8% | +28.4% |
| 6M | +0.2% | -17.7% | +17.9% | +7.0% |
| YTD | -20.1% | -2.5% | -17.6% | -21.4% |
| 1Y | -17.3% | +2.3% | -19.6% | -20.5% |
| 3Y | +63.3% | +52.7% | +10.6% | +26.9% |
| 5Y | +24.1% | +20.5% | +3.5% | +5.0% |
| 10Y | +507.0% | +284.0% | +222.9% | +202.0% |
| All | +22,229.9% | +4,506.9% | +17,723.0% | +4,346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling