+2.0%
ISRG vs RY
+140.8%
-138.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.6% | +3.1% | -4.7% | -3.6% |
| 30D | -2.3% | -0.3% | -1.9% | -2.2% |
| 3M | -12.4% | +8.7% | -21.1% | -17.7% |
| 6M | -26.8% | +28.5% | -55.4% | -38.9% |
| YTD | -35.3% | +25.1% | -60.4% | -45.0% |
| 1Y | -19.3% | +46.3% | -65.6% | -38.8% |
| 3Y | +18.1% | +154.9% | -136.8% | -41.9% |
| All | +2.0% | +140.8% | -138.7% | -47.0% |
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 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