-23.2%
ISRG vs DD
+29.4%
-52.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.0% |
| 7D | -6.1% | +6.7% | -12.9% | -7.2% |
| 30D | +4.2% | +19.4% | -15.2% | +0.6% |
| 3M | +9.6% | +7.6% | +2.0% | +8.1% |
| 6M | +1.9% | +2.9% | -1.0% | +1.1% |
| YTD | -22.3% | +29.9% | -52.2% | -27.9% |
| 1Y | -23.2% | +28.6% | -51.8% | -28.5% |
| All | -23.2% | +29.4% | -52.6% | -28.5% |
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