+17.4%
ISRG vs TROW
+14.8%
+2.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -7.6% | -4.0% | -3.5% | -5.9% |
| 3M | -16.4% | +5.0% | -21.4% | -18.3% |
| 6M | -28.6% | +24.3% | -52.9% | -35.4% |
| YTD | -38.2% | +9.8% | -47.9% | -41.1% |
| 1Y | -25.5% | +6.4% | -31.9% | -28.2% |
| 3Y | +17.4% | +15.8% | +1.6% | +4.0% |
| All | +17.4% | +14.8% | +2.6% | +4.0% |
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 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