-19.9%
ISRG vs RVMD
+396.9%
-416.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.1% |
| 7D | -2.5% | -3.6% | +1.0% | -2.4% |
| 30D | -10.2% | -1.1% | -9.1% | -10.2% |
| 3M | -12.5% | +41.0% | -53.5% | -13.9% |
| 6M | -25.8% | +105.7% | -131.5% | -28.8% |
| YTD | -36.4% | +155.3% | -191.7% | -39.6% |
| 1Y | -19.9% | +402.7% | -422.6% | -29.2% |
| All | -19.9% | +396.9% | -416.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling