-17.3%
ISRG vs ROP
+8.5%
-25.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -2.4% |
| 7D | +4.8% | +2.1% | +2.7% | +4.2% |
| 30D | +9.2% | +32.9% | -23.7% | -0.1% |
| 3M | +21.2% | +20.3% | +0.8% | +14.3% |
| 6M | +0.2% | +36.8% | -36.5% | -9.4% |
| YTD | -20.1% | +8.1% | -28.2% | -21.8% |
| 1Y | -17.3% | +8.3% | -25.6% | -19.2% |
| All | -17.3% | +8.5% | -25.8% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling