+2.0%
ISRG vs DAR
-11.0%
+13.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -1.6% | +1.4% | -2.9% | -1.9% |
| 30D | -2.3% | +12.8% | -15.1% | -4.8% |
| 3M | -12.4% | +7.4% | -19.8% | -14.2% |
| 6M | -26.8% | +22.3% | -49.1% | -30.7% |
| YTD | -35.3% | +81.1% | -116.3% | -44.3% |
| 1Y | -19.3% | +106.5% | -125.8% | -33.1% |
| 3Y | +18.1% | +5.3% | +12.8% | +13.5% |
| All | +2.0% | -11.0% | +13.0% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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