+536.3%
ISRG vs ROP
+189.6%
+346.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +2.4% |
| 7D | +5.4% | -1.6% | +7.1% | +6.7% |
| 30D | +8.6% | +29.5% | -20.9% | -8.7% |
| 3M | +21.6% | +17.5% | +4.0% | +8.5% |
| 6M | +2.3% | +38.1% | -35.7% | -18.8% |
| YTD | -18.7% | +7.0% | -25.7% | -23.8% |
| 1Y | -17.8% | +6.5% | -24.3% | -22.8% |
| 3Y | +69.1% | -5.5% | +74.6% | +69.2% |
| 5Y | +26.5% | -0.4% | +26.9% | +21.1% |
| 10Y | +536.3% | +183.6% | +352.7% | +250.2% |
| All | +536.3% | +189.6% | +346.6% | +250.2% |
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