+22,229.9%
ISRG vs ROST
+14,667.4%
+7,562.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | +4.8% | +1.2% | +3.6% | +4.5% |
| 30D | +9.2% | +2.5% | +6.8% | +8.3% |
| 3M | +21.2% | -9.0% | +30.1% | +25.4% |
| 6M | +0.2% | +1.3% | -1.1% | -0.8% |
| YTD | -20.1% | +29.1% | -49.1% | -27.9% |
| 1Y | -17.3% | +45.4% | -62.8% | -28.8% |
| 3Y | +63.3% | +94.9% | -31.5% | +24.5% |
| 5Y | +24.1% | +104.0% | -79.9% | -9.3% |
| 10Y | +507.0% | +314.8% | +192.1% | +226.8% |
| All | +22,229.9% | +14,667.4% | +7,562.4% | +4,503.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling