-19.3%
ISRG vs ROKU
+57.7%
-77.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -2.3% | +5.9% | -8.1% | -3.1% |
| 3M | -12.4% | +23.9% | -36.3% | -15.3% |
| 6M | -26.8% | +59.6% | -86.4% | -32.8% |
| YTD | -35.3% | +43.4% | -78.7% | -40.0% |
| 1Y | -19.3% | +60.2% | -79.5% | -26.4% |
| All | -19.3% | +57.7% | -77.1% | -26.4% |
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