+533.8%
ISRG vs ROP
+183.9%
+349.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.2% |
| 7D | -6.1% | -2.7% | -3.4% | -4.4% |
| 30D | +4.2% | +29.7% | -25.5% | -12.5% |
| 3M | +9.6% | +21.2% | -11.6% | -4.2% |
| 6M | +1.9% | +48.3% | -46.4% | -23.1% |
| YTD | -22.3% | +8.4% | -30.7% | -27.9% |
| 1Y | -23.2% | +6.0% | -29.2% | -27.5% |
| 3Y | +58.5% | -5.6% | +64.1% | +59.0% |
| 5Y | +23.9% | +1.3% | +22.7% | +17.3% |
| All | +533.8% | +183.9% | +349.9% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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