+1,106.2%
DELL vs ISRG
-2.2%
+1,108.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +8.7% | -5.0% | +13.8% | +10.7% |
| 30D | +16.9% | -10.2% | +27.1% | +21.3% |
| 3M | +40.4% | -17.2% | +57.6% | +47.9% |
| 6M | +267.1% | -28.4% | +295.5% | +309.4% |
| YTD | +329.1% | -37.6% | +366.7% | +409.3% |
| 1Y | +346.9% | -24.4% | +371.4% | +379.4% |
| 3Y | +696.6% | +18.4% | +678.2% | +617.1% |
| 5Y | +1,106.2% | -1.0% | +1,107.1% | +952.6% |
| All | +1,106.2% | -2.2% | +1,108.3% | +952.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling