+63.3%
ISRG vs RUN
-8.7%
+72.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.4% |
| 7D | +4.8% | +33.4% | -28.6% | +3.4% |
| 30D | +9.2% | +31.1% | -21.9% | +7.8% |
| 3M | +21.2% | +6.4% | +14.8% | +20.5% |
| 6M | +0.2% | -22.2% | +22.5% | +0.9% |
| YTD | -20.1% | -45.8% | +25.7% | -18.8% |
| 1Y | -17.3% | -51.1% | +33.8% | -15.9% |
| 3Y | +63.3% | -3.0% | +66.3% | +51.5% |
| All | +63.3% | -8.7% | +72.0% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling