+356.0%
ISRG vs DD
+69.4%
+286.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -5.2% | -0.6% | -4.6% | -4.9% |
| 30D | -7.6% | -7.4% | -0.1% | -4.6% |
| 3M | -16.4% | -6.4% | -9.9% | -14.2% |
| 6M | -28.6% | -2.5% | -26.1% | -28.6% |
| YTD | -38.2% | +10.2% | -48.4% | -41.6% |
| 1Y | -25.5% | +36.9% | -62.4% | -36.4% |
| 3Y | +17.4% | +47.0% | -29.6% | -5.8% |
| 5Y | -3.0% | +63.1% | -66.1% | -27.0% |
| 10Y | +356.0% | +68.2% | +287.8% | +211.1% |
| All | +356.0% | +69.4% | +286.6% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling