+17,983.8%
ISRG vs D
+769.9%
+17,213.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.6% | +1.5% | -3.0% | -2.2% |
| 30D | -2.3% | -2.6% | +0.3% | -1.2% |
| 3M | -12.4% | 0.0% | -12.5% | -12.6% |
| 6M | -26.8% | +7.4% | -34.2% | -29.5% |
| YTD | -35.3% | +15.9% | -51.1% | -39.8% |
| 1Y | -19.3% | +18.1% | -37.4% | -26.0% |
| 3Y | +18.1% | +58.4% | -40.2% | -8.4% |
| 5Y | +2.6% | +5.2% | -2.6% | -4.2% |
| 10Y | +379.4% | +35.9% | +343.6% | +279.8% |
| All | +17,983.8% | +769.9% | +17,213.9% | +8,911.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling