+23,005.1%
ISRG vs D
+820.1%
+22,185.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.7% |
| 7D | +4.4% | +6.9% | -2.5% | +1.4% |
| 30D | +15.8% | +12.3% | +3.4% | +10.0% |
| 3M | +24.9% | +3.0% | +21.8% | +23.0% |
| 6M | +3.8% | +12.8% | -9.0% | -2.0% |
| YTD | -17.3% | +22.6% | -39.8% | -25.1% |
| 1Y | -14.6% | +21.7% | -36.2% | -22.6% |
| 3Y | +68.2% | +83.9% | -15.7% | +22.0% |
| 5Y | +28.4% | +14.0% | +14.4% | +15.6% |
| 10Y | +528.0% | +45.6% | +482.5% | +382.0% |
| All | +23,005.1% | +820.1% | +22,185.0% | +11,118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling