+25.5%
ISRG vs RY
+123.4%
-98.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.4% |
| 30D | +5.6% | +5.0% | +0.5% | +2.3% |
| 3M | +10.5% | -5.3% | +15.9% | +14.7% |
| 6M | +2.6% | +13.8% | -11.2% | -6.8% |
| YTD | -21.7% | +21.0% | -42.6% | -32.0% |
| 1Y | -21.6% | +40.5% | -62.1% | -39.0% |
| 3Y | +57.0% | +159.7% | -102.6% | -25.0% |
| All | +25.5% | +123.4% | -98.0% | -31.7% |
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