+17,983.8%
ISRG vs DD
+356.6%
+17,627.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.6% | -3.5% | +1.9% | -0.2% |
| 30D | -2.3% | -10.3% | +8.0% | +1.9% |
| 3M | -12.4% | -7.5% | -4.9% | -9.9% |
| 6M | -26.8% | -8.0% | -18.8% | -25.1% |
| YTD | -35.3% | +10.5% | -45.7% | -38.6% |
| 1Y | -19.3% | +38.3% | -57.6% | -30.4% |
| 3Y | +18.1% | +42.5% | -24.4% | -1.7% |
| 5Y | +2.6% | +60.2% | -57.5% | -19.5% |
| 10Y | +379.4% | +68.9% | +310.6% | +242.9% |
| All | +17,983.8% | +356.6% | +17,627.3% | +8,432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling