+374.7%
ISRG vs DE
+867.0%
-492.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.5% | -2.4% | -0.2% | -1.6% |
| 30D | -10.2% | +9.7% | -19.9% | -13.6% |
| 3M | -12.5% | +21.4% | -33.9% | -19.4% |
| 6M | -25.8% | +15.0% | -40.8% | -30.6% |
| YTD | -36.4% | +46.4% | -82.8% | -46.6% |
| 1Y | -19.9% | +45.6% | -65.5% | -32.8% |
| 3Y | +20.9% | +76.8% | -55.9% | -8.9% |
| 5Y | +5.7% | +99.4% | -93.8% | -27.2% |
| All | +374.7% | +867.0% | -492.3% | +72.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling