-10.5%
ISRG vs ROKU
+53.8%
-64.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.1% |
| 7D | +8.5% | +4.8% | +3.7% | +7.7% |
| 30D | +18.6% | +6.1% | +12.5% | +17.5% |
| 3M | +30.9% | +10.5% | +20.4% | +28.8% |
| 6M | +6.6% | +29.2% | -22.6% | +2.3% |
| YTD | -14.9% | +50.0% | -64.9% | -22.4% |
| 1Y | -10.5% | +53.4% | -63.9% | -18.2% |
| All | -10.5% | +53.8% | -64.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling