+21.2%
DIS vs ISRG
+358.2%
-337.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.4% |
| 7D | -1.1% | -5.2% | +4.1% | +0.7% |
| 30D | +0.1% | -7.6% | +7.7% | +2.7% |
| 3M | +7.1% | -16.4% | +23.4% | +13.0% |
| 6M | +4.3% | -28.6% | +32.8% | +16.1% |
| YTD | -6.9% | -38.2% | +31.2% | +9.1% |
| 1Y | -10.3% | -25.5% | +15.2% | -2.6% |
| 3Y | +32.8% | +17.4% | +15.4% | +18.1% |
| 5Y | -41.5% | -3.0% | -38.5% | -46.3% |
| 10Y | +21.2% | +356.0% | -334.8% | -22.5% |
| All | +21.2% | +358.2% | -337.0% | -22.5% |
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