+376.2%
ISRG vs D
+35.0%
+341.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.6% | +1.5% | -3.0% | -2.1% |
| 30D | -2.3% | -2.6% | +0.3% | -1.3% |
| 3M | -12.4% | 0.0% | -12.5% | -12.5% |
| 6M | -26.8% | +7.4% | -34.2% | -29.0% |
| YTD | -35.3% | +15.9% | -51.1% | -39.1% |
| 1Y | -19.3% | +18.1% | -37.4% | -24.9% |
| 3Y | +18.1% | +58.4% | -40.2% | -5.4% |
| 5Y | +2.6% | +5.2% | -2.6% | -1.0% |
| All | +376.2% | +35.0% | +341.1% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling