+23.9%
ISRG vs RY
+122.0%
-98.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.5% |
| 7D | +4.8% | -0.9% | +5.7% | +5.6% |
| 30D | +9.2% | +5.9% | +3.4% | +5.3% |
| 3M | +21.2% | -4.3% | +25.4% | +24.7% |
| 6M | +0.2% | +12.1% | -11.9% | -8.0% |
| YTD | -20.1% | +20.3% | -40.3% | -30.4% |
| 1Y | -17.3% | +41.0% | -58.3% | -36.0% |
| 3Y | +63.3% | +157.5% | -94.2% | -21.7% |
| All | +23.9% | +122.0% | -98.1% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling