+63.3%
ISRG vs ROP
-3.8%
+67.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -2.1% |
| 7D | +4.8% | +2.1% | +2.7% | +4.0% |
| 30D | +9.2% | +32.9% | -23.7% | -2.8% |
| 3M | +21.2% | +20.0% | +1.1% | +12.2% |
| 6M | +0.2% | +36.4% | -36.2% | -12.4% |
| YTD | -20.1% | +7.8% | -27.9% | -22.1% |
| 1Y | -17.3% | +8.0% | -25.3% | -19.6% |
| 3Y | +63.3% | -3.5% | +66.8% | +62.7% |
| All | +63.3% | -3.8% | +67.1% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling