-1.0%
ISRG vs RVMD
+591.3%
-592.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | -10.2% | +0.3% | -10.5% | -10.3% |
| 3M | -17.2% | +38.9% | -56.1% | -21.4% |
| 6M | -28.4% | +108.1% | -136.5% | -37.1% |
| YTD | -37.6% | +160.7% | -198.4% | -47.9% |
| 1Y | -24.4% | +407.3% | -431.7% | -44.1% |
| 3Y | +18.4% | +546.6% | -528.1% | -19.6% |
| 5Y | -1.0% | +579.8% | -580.8% | -38.7% |
| All | -1.0% | +591.3% | -592.3% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling