+69.0%
ISRG vs D
+82.3%
-13.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | +4.4% | +6.9% | -2.5% | +3.7% |
| 30D | +15.8% | +12.3% | +3.4% | +14.4% |
| 3M | +24.9% | +3.0% | +21.8% | +24.4% |
| 6M | +3.8% | +12.8% | -9.0% | +2.4% |
| YTD | -17.3% | +22.6% | -39.8% | -18.9% |
| 1Y | -14.6% | +21.7% | -36.2% | -16.3% |
| All | +69.0% | +82.3% | -13.3% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling