+2.0%
ISRG vs RRC
+156.2%
-154.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | -2.3% | +10.1% | -12.4% | -3.9% |
| 3M | -12.4% | +4.0% | -16.4% | -13.2% |
| 6M | -26.8% | +1.6% | -28.4% | -27.4% |
| YTD | -35.3% | +19.7% | -55.0% | -37.8% |
| 1Y | -19.3% | +21.4% | -40.7% | -23.0% |
| 3Y | +18.1% | +29.7% | -11.5% | +10.2% |
| All | +2.0% | +156.2% | -154.2% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling