+17,983.8%
ISRG vs TROW
+951.8%
+17,032.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.0% |
| 30D | -2.3% | -4.5% | +2.3% | -0.1% |
| 3M | -12.4% | +3.9% | -16.3% | -14.2% |
| 6M | -26.8% | +22.6% | -49.4% | -33.8% |
| YTD | -35.3% | +10.1% | -45.4% | -38.6% |
| 1Y | -19.3% | +3.6% | -22.9% | -21.5% |
| 3Y | +18.1% | +12.4% | +5.7% | +8.5% |
| 5Y | +2.6% | -37.5% | +40.1% | +21.8% |
| 10Y | +379.4% | +130.0% | +249.5% | +203.4% |
| All | +17,983.8% | +951.8% | +17,032.0% | +4,972.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling