+26.5%
ISRG vs D
+14.9%
+11.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +5.4% | +0.8% | +4.7% | +5.3% |
| 30D | +8.6% | +10.7% | -2.1% | +6.2% |
| 3M | +21.6% | +2.3% | +19.3% | +20.9% |
| 6M | +2.3% | +12.5% | -10.2% | -0.6% |
| YTD | -18.7% | +20.1% | -38.8% | -22.4% |
| 1Y | -17.8% | +15.6% | -33.3% | -20.8% |
| 3Y | +69.1% | +75.2% | -6.1% | +40.9% |
| 5Y | +26.5% | +14.6% | +11.9% | +32.7% |
| All | +26.5% | +14.9% | +11.6% | +32.7% |
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