+279.4%
DIS vs ISRG
+23,164.4%
-22,885.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -1.0% |
| 7D | +5.7% | +4.4% | +1.3% | +4.9% |
| 30D | +12.7% | +15.8% | -3.1% | +9.8% |
| 3M | +15.2% | +24.9% | -9.7% | +10.6% |
| 6M | +17.6% | +3.8% | +13.8% | +16.1% |
| YTD | +3.8% | -17.3% | +21.1% | +6.6% |
| 1Y | +6.8% | -14.6% | +21.4% | +9.0% |
| 3Y | +42.1% | +68.2% | -26.1% | +27.7% |
| 5Y | -31.2% | +28.4% | -59.5% | -36.0% |
| 10Y | +37.6% | +528.0% | -490.4% | -0.1% |
| All | +279.4% | +23,164.4% | -22,885.1% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling