+0.2%
ISRG vs ROP
+34.9%
-34.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -2.3% |
| 7D | +4.8% | +2.1% | +2.7% | +4.2% |
| 30D | +9.2% | +32.9% | -23.7% | -0.7% |
| 3M | +21.2% | +20.0% | +1.1% | +14.1% |
| 6M | +0.2% | +36.4% | -36.2% | -11.0% |
| All | +0.2% | +34.9% | -34.6% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling