+365.2%
ISRG vs DE
+866.0%
-500.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -5.0% | -3.0% | -2.0% | -3.9% |
| 30D | -10.2% | +11.1% | -21.4% | -14.0% |
| 3M | -17.2% | +17.6% | -34.8% | -22.8% |
| 6M | -28.4% | +13.6% | -42.0% | -32.8% |
| YTD | -37.6% | +46.3% | -83.9% | -47.7% |
| 1Y | -24.4% | +44.2% | -68.6% | -36.3% |
| 3Y | +18.4% | +76.6% | -58.1% | -10.7% |
| 5Y | -1.0% | +98.2% | -99.2% | -31.6% |
| All | +365.2% | +866.0% | -500.8% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling