+17.4%
ISRG vs ROKU
+86.5%
-69.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -5.2% | -0.1% | -5.0% | -5.1% |
| 30D | -7.6% | +1.5% | -9.0% | -7.8% |
| 3M | -16.4% | +25.7% | -42.1% | -19.8% |
| 6M | -28.6% | +54.5% | -83.0% | -34.2% |
| YTD | -38.2% | +43.2% | -81.4% | -42.5% |
| 1Y | -25.5% | +56.3% | -81.8% | -32.0% |
| 3Y | +17.4% | +86.1% | -68.7% | +0.6% |
| All | +17.4% | +86.5% | -69.1% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling