+22,229.9%
ISRG vs ROP
+3,028.3%
+19,201.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -1.8% |
| 7D | +4.8% | +2.1% | +2.7% | +3.7% |
| 30D | +9.2% | +32.9% | -23.7% | -6.8% |
| 3M | +21.2% | +20.0% | +1.1% | +8.9% |
| 6M | +0.2% | +36.4% | -36.2% | -16.6% |
| YTD | -20.1% | +7.8% | -27.9% | -24.9% |
| 1Y | -17.3% | +8.0% | -25.3% | -22.5% |
| 3Y | +63.3% | -3.5% | +66.8% | +61.3% |
| 5Y | +24.1% | +1.5% | +22.6% | +19.7% |
| 10Y | +507.0% | +198.5% | +308.5% | +229.5% |
| All | +22,229.9% | +3,028.3% | +19,201.5% | +3,735.6% |
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