+63.3%
ISRG vs D
+79.5%
-16.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | +4.8% | +3.0% | +1.8% | +4.5% |
| 30D | +9.2% | +11.5% | -2.3% | +8.1% |
| 3M | +21.2% | +3.7% | +17.4% | +20.7% |
| 6M | +0.2% | +13.5% | -13.3% | -1.0% |
| YTD | -20.1% | +20.7% | -40.8% | -21.5% |
| 1Y | -17.3% | +18.2% | -35.6% | -18.7% |
| 3Y | +63.3% | +73.3% | -10.0% | +54.1% |
| All | +63.3% | +79.5% | -16.2% | +54.1% |
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