+500.7%
ISRG vs RY
+360.6%
+140.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.4% |
| 7D | +4.8% | -0.9% | +5.7% | +5.7% |
| 30D | +9.2% | +5.9% | +3.4% | +5.0% |
| 3M | +21.2% | -4.3% | +25.4% | +24.8% |
| 6M | +0.2% | +12.1% | -11.9% | -8.2% |
| YTD | -20.1% | +20.3% | -40.3% | -30.6% |
| 1Y | -17.3% | +41.0% | -58.3% | -36.3% |
| 3Y | +63.3% | +157.5% | -94.2% | -20.8% |
| 5Y | +24.1% | +123.2% | -99.1% | -32.9% |
| All | +500.7% | +360.6% | +140.1% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling