-10.5%
ISRG vs DD
+49.3%
-59.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.8% | +11.2% | +9.7% |
| 7D | +8.5% | +8.7% | -0.2% | +6.6% |
| 30D | +18.6% | +15.3% | +3.3% | +15.0% |
| 3M | +30.9% | +5.9% | +25.0% | +29.3% |
| 6M | +6.6% | +11.6% | -5.0% | +3.5% |
| YTD | -14.9% | +26.5% | -41.4% | -21.4% |
| 1Y | -10.5% | +35.4% | -45.9% | -19.4% |
| All | -10.5% | +49.3% | -59.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling