+25.5%
ISRG vs ROL
+15.7%
+9.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | -0.3% |
| 7D | -2.0% | +3.0% | -5.0% | -3.3% |
| 30D | +5.6% | +19.8% | -14.2% | -2.7% |
| 3M | +10.5% | +7.9% | +2.6% | +6.5% |
| 6M | +2.6% | -25.6% | +28.3% | +17.2% |
| YTD | -21.7% | -34.1% | +12.5% | -6.0% |
| 1Y | -21.6% | -31.4% | +9.8% | -7.7% |
| 3Y | +57.0% | +4.7% | +52.4% | +47.5% |
| All | +25.5% | +15.7% | +9.8% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling