+246.2%
DIA vs ISRG
+358.2%
-112.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +0.3% |
| 7D | +0.1% | -5.2% | +5.2% | +1.8% |
| 30D | -2.1% | -7.6% | +5.5% | +0.3% |
| 3M | +4.2% | -16.4% | +20.5% | +9.3% |
| 6M | +11.9% | -28.6% | +40.4% | +23.2% |
| YTD | +10.8% | -38.2% | +49.0% | +28.0% |
| 1Y | +17.5% | -25.5% | +43.0% | +26.4% |
| 3Y | +59.9% | +17.4% | +42.5% | +41.7% |
| 5Y | +64.1% | -3.0% | +67.1% | +50.9% |
| 10Y | +246.2% | +356.0% | -109.8% | +96.9% |
| All | +246.2% | +358.2% | -112.0% | +96.9% |
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