+521.4%
ISRG vs RUN
-31.9%
+553.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.6% | +1.3% | -2.8% | -1.8% |
| 30D | -2.3% | -15.3% | +13.0% | -0.6% |
| 3M | -12.4% | -40.0% | +27.6% | -7.8% |
| 6M | -26.8% | -27.0% | +0.1% | -25.1% |
| YTD | -35.3% | -51.7% | +16.4% | -31.6% |
| 1Y | -19.3% | -45.9% | +26.6% | -16.8% |
| 3Y | +18.1% | -43.8% | +61.9% | +4.8% |
| 5Y | +2.6% | -80.5% | +83.1% | -1.3% |
| 10Y | +379.4% | +45.3% | +334.2% | +238.3% |
| All | +521.4% | -31.9% | +553.4% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling