-23.9%
DIS vs ISRG
+24.9%
-48.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | -6.8% | +7.3% | +3.0% |
| 30D | +10.3% | +5.1% | +5.2% | +8.2% |
| 3M | +15.6% | +12.0% | +3.5% | +10.7% |
| 6M | +15.1% | +7.0% | +8.1% | +11.1% |
| YTD | +6.0% | -20.6% | +26.6% | +13.3% |
| 1Y | +5.7% | -21.4% | +27.1% | +13.3% |
| 3Y | +39.8% | +62.0% | -22.2% | +9.6% |
| 5Y | -23.9% | +28.1% | -52.0% | -40.0% |
| All | -23.9% | +24.9% | -48.7% | -40.0% |
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