+356.0%
ISRG vs RTX
+275.7%
+80.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -5.2% | -3.1% | -2.1% | -3.8% |
| 30D | -7.6% | -10.6% | +3.0% | -2.8% |
| 3M | -16.4% | +11.6% | -28.0% | -20.7% |
| 6M | -28.6% | -4.5% | -24.1% | -27.4% |
| YTD | -38.2% | +9.6% | -47.8% | -41.4% |
| 1Y | -25.5% | +30.8% | -56.3% | -35.2% |
| 3Y | +17.4% | +152.8% | -135.4% | -27.5% |
| 5Y | -3.0% | +167.1% | -170.1% | -42.7% |
| 10Y | +356.0% | +275.2% | +80.8% | +134.3% |
| All | +356.0% | +275.7% | +80.3% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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