+356.0%
ISRG vs ROST
+303.5%
+52.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -7.6% | -10.0% | +2.4% | -3.5% |
| 3M | -16.4% | +1.2% | -17.6% | -17.1% |
| 6M | -28.6% | +8.9% | -37.5% | -31.5% |
| YTD | -38.2% | +28.1% | -66.2% | -44.8% |
| 1Y | -25.5% | +53.0% | -78.5% | -38.6% |
| 3Y | +17.4% | +97.9% | -80.4% | -14.6% |
| 5Y | -3.0% | +112.0% | -114.9% | -33.5% |
| 10Y | +356.0% | +303.0% | +53.0% | +151.7% |
| All | +356.0% | +303.5% | +52.5% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling