+17,983.8%
ISRG vs ROP
+2,573.3%
+15,410.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +1.1% |
| 7D | -1.6% | -4.4% | +2.9% | +0.9% |
| 30D | -2.3% | +3.2% | -5.5% | -4.1% |
| 3M | -12.4% | +23.1% | -35.5% | -22.4% |
| 6M | -26.8% | +13.3% | -40.1% | -32.4% |
| YTD | -35.3% | -7.9% | -27.4% | -33.4% |
| 1Y | -19.3% | -22.1% | +2.7% | -9.4% |
| 3Y | +18.1% | -16.8% | +34.9% | +27.0% |
| 5Y | +2.6% | -13.5% | +16.2% | +8.6% |
| 10Y | +379.4% | +137.7% | +241.7% | +195.2% |
| All | +17,983.8% | +2,573.3% | +15,410.5% | +3,301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling