-21.4%
ISRG vs ROST
+44.0%
-65.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | +4.8% | +1.2% | +3.6% | +4.6% |
| 30D | +9.2% | +2.5% | +6.8% | +8.6% |
| 3M | +21.2% | -9.0% | +30.1% | +24.6% |
| 6M | +0.2% | +1.3% | -1.1% | +0.1% |
| YTD | -20.1% | +29.1% | -49.1% | -24.8% |
| All | -21.4% | +44.0% | -65.4% | -28.6% |
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