+34.2%
DIS vs ISRG
+501.0%
-466.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.8% |
| 7D | +5.2% | +4.8% | +0.4% | +3.4% |
| 30D | +11.5% | +9.2% | +2.2% | +7.8% |
| 3M | +11.5% | +21.2% | -9.6% | +3.7% |
| 6M | +8.9% | +0.2% | +8.6% | +7.4% |
| YTD | +3.4% | -20.1% | +23.5% | +10.4% |
| 1Y | +7.2% | -17.3% | +24.5% | +12.9% |
| 3Y | +43.3% | +63.3% | -20.0% | +13.0% |
| 5Y | -31.4% | +24.1% | -55.5% | -42.4% |
| All | +34.2% | +501.0% | -466.8% | -19.5% |
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