-1.0%
ISRG vs TROW
-38.1%
+37.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.7% |
| 7D | -5.0% | -1.5% | -3.5% | -4.3% |
| 30D | -10.2% | -5.3% | -4.9% | -7.6% |
| 3M | -17.2% | +2.9% | -20.1% | -18.7% |
| 6M | -28.4% | +22.2% | -50.6% | -36.0% |
| YTD | -37.6% | +8.1% | -45.7% | -40.7% |
| 1Y | -24.4% | +5.8% | -30.3% | -27.6% |
| 3Y | +18.4% | +14.0% | +4.4% | +5.2% |
| 5Y | -1.0% | -38.3% | +37.3% | +22.7% |
| All | -1.0% | -38.1% | +37.1% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling