+536.3%
ISRG vs DD
+105.4%
+430.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | -0.7% |
| 7D | +5.4% | +9.8% | -4.4% | +1.1% |
| 30D | +8.6% | +19.3% | -10.7% | +0.6% |
| 3M | +21.6% | +9.4% | +12.2% | +16.5% |
| 6M | +2.3% | +4.8% | -2.5% | -0.5% |
| YTD | -18.7% | +30.2% | -48.9% | -28.8% |
| 1Y | -17.8% | +32.2% | -50.0% | -28.5% |
| 3Y | +69.1% | +93.1% | -24.0% | +20.3% |
| 5Y | +26.5% | +68.0% | -41.5% | -6.1% |
| 10Y | +536.3% | +98.5% | +437.8% | +315.4% |
| All | +536.3% | +105.4% | +430.9% | +315.4% |
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 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