+82.7%
ISRG vs RPRX
+57.8%
+24.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.3% | +0.8% | -2.9% |
| 7D | -5.2% | -2.8% | -2.4% | -4.3% |
| 30D | -7.6% | +7.2% | -14.7% | -9.5% |
| 3M | -16.4% | +10.9% | -27.2% | -19.0% |
| 6M | -28.6% | +34.6% | -63.1% | -34.9% |
| YTD | -38.2% | +59.0% | -97.1% | -46.6% |
| 1Y | -25.5% | +72.5% | -98.0% | -37.5% |
| 3Y | +17.4% | +124.1% | -106.7% | -10.8% |
| 5Y | -3.0% | +75.9% | -78.9% | -19.2% |
| All | +82.7% | +57.8% | +24.8% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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