+17.4%
ISRG vs RSG
+55.3%
-37.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -5.2% | -0.7% | -4.4% | -4.8% |
| 30D | -7.6% | +3.3% | -10.9% | -8.9% |
| 3M | -16.4% | +8.5% | -24.8% | -19.4% |
| 6M | -28.6% | -3.5% | -25.0% | -27.4% |
| YTD | -38.2% | +5.5% | -43.7% | -40.0% |
| 1Y | -25.5% | -1.7% | -23.8% | -24.9% |
| 3Y | +17.4% | +56.9% | -39.5% | -2.9% |
| All | +17.4% | +55.3% | -37.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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