+23.9%
ISRG vs RVTY
-7.4%
+31.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -4.4% |
| 7D | +4.8% | -1.2% | +6.0% | +4.9% |
| 30D | +9.2% | +1.0% | +8.2% | +8.4% |
| 3M | +21.2% | +35.8% | -14.7% | +6.6% |
| 6M | +0.2% | +56.7% | -56.5% | -17.1% |
| YTD | -20.1% | +60.7% | -80.8% | -35.4% |
| 1Y | -17.3% | +73.7% | -91.0% | -35.5% |
| 3Y | +63.3% | +82.8% | -19.4% | +15.6% |
| All | +23.9% | -7.4% | +31.4% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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