-41.1%
DIS vs ISRG
+2.5%
-43.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -2.6% | -1.6% | -1.0% | -2.0% |
| 30D | +3.5% | -2.3% | +5.8% | +4.1% |
| 3M | +6.8% | -12.4% | +19.3% | +10.9% |
| 6M | +3.0% | -26.8% | +29.8% | +13.6% |
| YTD | -6.7% | -35.3% | +28.5% | +7.4% |
| 1Y | -10.1% | -19.3% | +9.2% | -5.3% |
| 3Y | +33.0% | +18.1% | +14.9% | +17.1% |
| All | -41.1% | +2.5% | -43.6% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling