+312.3%
DELL vs ISRG
-23.0%
+335.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.4% | -5.2% |
| 7D | -1.9% | -2.5% | +0.6% | -2.0% |
| 30D | +14.9% | -10.2% | +25.0% | +14.0% |
| 3M | +37.2% | -12.5% | +49.7% | +37.3% |
| 6M | +254.0% | -25.8% | +279.8% | +263.1% |
| YTD | +306.1% | -36.4% | +342.5% | +323.5% |
| 1Y | +312.3% | -19.9% | +332.2% | +326.8% |
| All | +312.3% | -23.0% | +335.3% | +326.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling