+25.5%
ISRG vs RSG
+99.6%
-74.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +2.5% | -4.5% | -3.5% |
| 30D | +5.6% | +12.7% | -7.2% | -1.8% |
| 3M | +10.5% | +17.9% | -7.4% | 0.0% |
| 6M | +2.6% | +25.0% | -22.4% | -10.6% |
| YTD | -21.7% | +20.8% | -42.5% | -30.8% |
| 1Y | -21.6% | +24.3% | -45.8% | -32.1% |
| 3Y | +57.0% | +65.3% | -8.2% | +8.4% |
| All | +25.5% | +99.6% | -74.1% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling