+3,047.2%
DELL vs ISRG
+480.6%
+2,566.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.0% | -7.5% |
| 7D | +4.9% | -2.0% | +6.9% | +5.8% |
| 30D | -32.1% | +5.6% | -37.6% | -34.1% |
| 3M | -30.2% | +10.5% | -40.8% | -34.0% |
| 6M | +41.7% | +2.6% | +39.1% | +35.1% |
| YTD | +176.6% | -21.7% | +198.3% | +198.6% |
| 1Y | +159.9% | -21.6% | +181.5% | +180.0% |
| 3Y | +388.0% | +57.0% | +330.9% | +273.4% |
| 5Y | +578.2% | +25.0% | +553.2% | +451.3% |
| 10Y | +2,653.4% | +542.1% | +2,111.3% | +982.0% |
| All | +3,047.2% | +480.6% | +2,566.6% | +1,135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling