+3,922.7%
DELL vs ISRG
+380.4%
+3,542.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.4% | -6.2% |
| 7D | -1.9% | -2.5% | +0.6% | -1.0% |
| 30D | +14.9% | -10.2% | +25.0% | +20.0% |
| 3M | +37.2% | -12.5% | +49.7% | +41.7% |
| 6M | +254.0% | -25.8% | +279.8% | +291.7% |
| YTD | +306.1% | -36.4% | +342.5% | +383.7% |
| 1Y | +312.3% | -19.9% | +332.2% | +333.4% |
| 3Y | +654.0% | +20.9% | +633.2% | +550.3% |
| 5Y | +1,055.3% | +5.7% | +1,049.7% | +912.7% |
| All | +3,922.7% | +380.4% | +3,542.3% | +1,675.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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