+31.0%
DIS vs ISRG
+537.5%
-506.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -0.4% |
| 7D | +0.9% | -6.1% | +7.0% | +3.1% |
| 30D | +8.9% | +4.2% | +4.7% | +7.1% |
| 3M | +14.5% | +9.6% | +4.9% | +10.4% |
| 6M | +12.2% | +1.9% | +10.4% | +10.0% |
| YTD | +4.7% | -22.3% | +27.0% | +13.0% |
| 1Y | +2.8% | -23.2% | +26.0% | +11.2% |
| 3Y | +38.1% | +58.5% | -20.4% | +9.9% |
| 5Y | -23.6% | +23.9% | -47.5% | -36.0% |
| All | +31.0% | +537.5% | -506.5% | -23.1% |
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