+31.9%
DIS vs ISRG
+542.9%
-511.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +1.9% | -2.0% | +3.9% | +2.6% |
| 30D | +9.2% | +5.6% | +3.6% | +6.9% |
| 3M | +13.5% | +10.5% | +3.0% | +9.1% |
| 6M | +14.3% | +2.6% | +11.7% | +11.7% |
| YTD | +5.4% | -21.7% | +27.0% | +13.4% |
| 1Y | +12.2% | -21.6% | +33.7% | +20.4% |
| 3Y | +37.2% | +57.0% | -19.8% | +9.6% |
| 5Y | -23.1% | +25.0% | -48.1% | -35.8% |
| All | +31.9% | +542.9% | -511.0% | -22.8% |
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 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