+536.3%
ISRG vs ROL
+222.1%
+314.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.7% |
| 7D | +5.4% | +7.5% | -2.1% | +1.9% |
| 30D | +8.6% | +21.1% | -12.5% | -1.0% |
| 3M | +21.6% | +3.1% | +18.4% | +19.2% |
| 6M | +2.3% | -27.4% | +29.8% | +19.0% |
| YTD | -18.7% | -34.7% | +16.0% | -1.0% |
| 1Y | -17.8% | -32.9% | +15.2% | -1.3% |
| 3Y | +69.1% | +6.1% | +62.9% | +58.3% |
| 5Y | +26.5% | +16.3% | +10.1% | +10.1% |
| 10Y | +536.3% | +214.9% | +321.4% | +257.2% |
| All | +536.3% | +222.1% | +314.2% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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