+23.9%
ISRG vs D
+12.4%
+11.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -6.1% | -3.1% | -3.1% | -5.4% |
| 30D | +4.2% | +8.4% | -4.1% | +2.4% |
| 3M | +9.6% | +0.2% | +9.4% | +9.5% |
| 6M | +1.9% | +9.5% | -7.6% | -0.4% |
| YTD | -22.3% | +18.8% | -41.1% | -25.7% |
| 1Y | -23.2% | +14.7% | -37.9% | -25.9% |
| 3Y | +58.5% | +72.9% | -14.4% | +32.5% |
| 5Y | +23.9% | +13.1% | +10.8% | +30.7% |
| All | +23.9% | +12.4% | +11.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling