+134.5%
ISRG vs RPRX
+82.4%
+52.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -6.8% | +3.6% | -10.4% | -7.8% |
| 30D | +5.1% | +21.2% | -16.0% | -1.0% |
| 3M | +12.0% | +21.6% | -9.6% | +5.3% |
| 6M | +7.0% | +36.7% | -29.7% | -3.0% |
| YTD | -20.6% | +83.7% | -104.3% | -34.5% |
| 1Y | -21.4% | +83.2% | -104.6% | -35.1% |
| 3Y | +62.0% | +177.7% | -115.7% | +14.8% |
| 5Y | +28.1% | +95.8% | -67.6% | +3.0% |
| All | +134.5% | +82.4% | +52.1% | +86.5% |
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