-24.4%
ISRG vs ROST
+51.1%
-75.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.4% |
| 7D | -5.0% | -2.2% | -2.8% | -4.4% |
| 30D | -10.2% | -11.4% | +1.2% | -6.9% |
| 3M | -17.2% | -1.6% | -15.6% | -16.8% |
| 6M | -28.4% | +6.8% | -35.3% | -29.7% |
| YTD | -37.6% | +25.8% | -63.4% | -41.3% |
| 1Y | -24.4% | +52.4% | -76.9% | -32.9% |
| All | -24.4% | +51.1% | -75.6% | -32.9% |
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