+539.2%
ISRG vs TROW
+122.3%
+416.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.5% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | +5.6% | +9.3% | -3.8% | +0.6% |
| 3M | +10.5% | -0.9% | +11.5% | +11.1% |
| 6M | +2.6% | +8.3% | -5.7% | -2.2% |
| YTD | -21.7% | +10.6% | -32.3% | -26.7% |
| 1Y | -21.6% | +10.5% | -32.1% | -26.6% |
| 3Y | +57.0% | +36.5% | +20.5% | +26.1% |
| 5Y | +25.0% | -37.1% | +62.0% | +52.7% |
| All | +539.2% | +122.3% | +416.9% | +346.0% |
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