+17.4%
ISRG vs RUN
-35.6%
+53.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -4.7% |
| 7D | -5.2% | +10.2% | -15.3% | -5.6% |
| 30D | -7.6% | -9.6% | +2.0% | -7.2% |
| 3M | -16.4% | -31.5% | +15.1% | -15.1% |
| 6M | -28.6% | -18.7% | -9.9% | -28.2% |
| YTD | -38.2% | -49.9% | +11.7% | -36.8% |
| 1Y | -25.5% | -45.5% | +20.0% | -24.5% |
| 3Y | +17.4% | -34.1% | +51.5% | +8.8% |
| All | +17.4% | -35.6% | +53.0% | +8.8% |
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