+223.9%
ISRG vs ROKU
+880.6%
-656.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | -8.0% | +2.1% | -10.1% | -8.3% |
| 3M | -10.6% | +29.5% | -40.1% | -14.2% |
| 6M | -25.1% | +53.8% | -78.9% | -30.1% |
| YTD | -34.8% | +42.8% | -77.6% | -38.7% |
| 1Y | -19.0% | +60.7% | -79.8% | -25.3% |
| 3Y | +22.1% | +83.9% | -61.8% | +5.6% |
| 5Y | +8.2% | -52.8% | +61.0% | +2.7% |
| All | +223.9% | +880.6% | -656.7% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling