+63.3%
ISRG vs RRC
+36.3%
+27.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -3.0% |
| 7D | +4.8% | -10.8% | +15.6% | +6.2% |
| 30D | +9.2% | +22.3% | -13.1% | +5.7% |
| 3M | +21.2% | +26.6% | -5.5% | +16.4% |
| 6M | +0.2% | +18.9% | -18.7% | -2.9% |
| YTD | -20.1% | +39.2% | -59.2% | -25.5% |
| 1Y | -17.3% | +34.0% | -51.3% | -22.4% |
| 3Y | +63.3% | +42.0% | +21.3% | +55.2% |
| All | +63.3% | +36.3% | +27.0% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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