+55.7%
ISRG vs TROW
+36.4%
+19.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.1% |
| 7D | -6.1% | -0.5% | -5.7% | -5.9% |
| 30D | +4.2% | +6.7% | -2.5% | +1.4% |
| 3M | +9.6% | -1.7% | +11.3% | +10.5% |
| 6M | +1.9% | +7.8% | -6.0% | -1.6% |
| YTD | -22.3% | +9.9% | -32.2% | -26.0% |
| 1Y | -23.2% | +8.7% | -31.9% | -26.5% |
| All | +55.7% | +36.4% | +19.3% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling