+370.1%
ISRG vs RUN
+43.6%
+326.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.4% | +1.5% |
| 7D | -5.0% | -1.8% | -3.2% | -4.8% |
| 30D | -10.2% | -10.8% | +0.6% | -9.0% |
| 3M | -17.2% | -30.2% | +13.0% | -14.0% |
| 6M | -28.4% | -22.3% | -6.1% | -27.2% |
| YTD | -37.6% | -52.2% | +14.5% | -33.7% |
| 1Y | -24.4% | -45.1% | +20.7% | -22.1% |
| 3Y | +18.4% | -37.1% | +55.5% | +0.8% |
| 5Y | -1.0% | -80.3% | +79.3% | -5.4% |
| 10Y | +370.1% | +45.2% | +324.9% | +175.7% |
| All | +370.1% | +43.6% | +326.6% | +175.7% |
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