+386.2%
ISRG vs TROW
+130.0%
+256.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.0% |
| 7D | +0.7% | -3.2% | +3.8% | +2.4% |
| 30D | -8.0% | -4.6% | -3.4% | -5.7% |
| 3M | -10.6% | -0.7% | -9.9% | -10.6% |
| 6M | -25.1% | +22.2% | -47.3% | -33.2% |
| YTD | -34.8% | +6.6% | -41.5% | -37.7% |
| 1Y | -19.0% | +5.8% | -24.8% | -22.5% |
| 3Y | +22.1% | +11.6% | +10.5% | +10.2% |
| 5Y | +8.2% | -38.9% | +47.1% | +33.0% |
| All | +386.2% | +130.0% | +256.1% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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