+550.7%
ISRG vs RY
+355.6%
+195.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -6.8% | -3.0% | -3.8% | -4.7% |
| 30D | +5.1% | +6.3% | -1.1% | +0.8% |
| 3M | +12.0% | -2.6% | +14.6% | +14.0% |
| 6M | +7.0% | +13.9% | -6.9% | -3.1% |
| YTD | -20.6% | +21.7% | -42.3% | -31.7% |
| 1Y | -21.4% | +40.4% | -61.9% | -39.2% |
| 3Y | +62.0% | +161.3% | -99.3% | -22.3% |
| 5Y | +28.1% | +126.5% | -98.3% | -31.5% |
| 10Y | +550.7% | +354.3% | +196.3% | +127.3% |
| All | +550.7% | +355.6% | +195.1% | +127.3% |
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