-10.5%
ISRG vs DE
+49.6%
-60.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.8% | +9.4% |
| 7D | +8.5% | +5.6% | +2.9% | +8.6% |
| 30D | +18.6% | -0.8% | +19.4% | +18.6% |
| 3M | +30.9% | +9.8% | +21.1% | +31.1% |
| 6M | +6.6% | +17.5% | -11.0% | +6.3% |
| YTD | -14.9% | +46.5% | -61.3% | -17.0% |
| 1Y | -10.5% | +46.1% | -56.6% | -12.9% |
| All | -10.5% | +49.6% | -60.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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