-3.0%
ISRG vs ROKU
-54.7%
+51.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 3M | -16.4% | +25.7% | -42.1% | -20.3% |
| 6M | -28.6% | +54.5% | -83.0% | -34.9% |
| YTD | -38.2% | +43.2% | -81.4% | -43.0% |
| 1Y | -25.5% | +56.3% | -81.8% | -32.7% |
| 3Y | +17.4% | +86.1% | -68.7% | -3.9% |
| 5Y | -3.0% | -53.6% | +50.6% | -9.6% |
| All | -3.0% | -54.7% | +51.8% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling