+41.5%
DRAM vs ISRG
-0.8%
+42.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.5% | +5.1% |
| 7D | -18.2% | +4.8% | -23.0% | -16.4% |
| 30D | -34.5% | +9.2% | -43.8% | -32.1% |
| 3M | -23.6% | +21.2% | -44.8% | -17.5% |
| 6M | -19.3% | +0.2% | -19.5% | -10.5% |
| All | +41.5% | -0.8% | +42.3% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling