-10.5%
ISRG vs ROST
+54.7%
-65.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.1% | +3.3% | +7.2% |
| 7D | +8.5% | +7.8% | +0.7% | +5.9% |
| 30D | +18.6% | +8.6% | +10.0% | +15.4% |
| 3M | +30.9% | -1.9% | +32.8% | +31.1% |
| 6M | +6.6% | +9.1% | -2.6% | +3.5% |
| YTD | -14.9% | +37.2% | -52.1% | -21.7% |
| 1Y | -10.5% | +52.7% | -63.3% | -20.1% |
| All | -10.5% | +54.7% | -65.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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