+66.2%
ISRG vs ROST
+93.3%
-27.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.6% |
| 7D | +4.8% | +1.2% | +3.6% | +4.5% |
| 30D | +9.2% | +2.5% | +6.8% | +8.4% |
| 3M | +21.2% | -9.0% | +30.1% | +25.5% |
| 6M | +0.2% | +1.3% | -1.1% | -0.6% |
| YTD | -20.1% | +29.1% | -49.1% | -28.0% |
| 1Y | -17.3% | +45.4% | -62.8% | -29.3% |
| All | +66.2% | +93.3% | -27.1% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling