+533.8%
ISRG vs RUN
+66.4%
+467.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +3.9% | -1.4% |
| 7D | -6.1% | -13.7% | +7.6% | -4.5% |
| 30D | +4.2% | +9.4% | -5.1% | +2.6% |
| 3M | +9.6% | -13.4% | +23.0% | +10.8% |
| 6M | +1.9% | -39.6% | +41.4% | +6.8% |
| YTD | -22.3% | -53.7% | +31.4% | -17.6% |
| 1Y | -23.2% | -56.2% | +33.0% | -18.1% |
| 3Y | +58.5% | -9.7% | +68.3% | +26.5% |
| 5Y | +23.9% | -85.5% | +109.4% | +25.4% |
| All | +533.8% | +66.4% | +467.4% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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