+550.7%
ISRG vs DE
+790.2%
-239.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -6.8% | +2.3% | -9.0% | -7.5% |
| 30D | +5.1% | +9.3% | -4.2% | +1.6% |
| 3M | +12.0% | +12.2% | -0.2% | +6.5% |
| 6M | +7.0% | +18.1% | -11.1% | -0.9% |
| YTD | -20.6% | +49.8% | -70.4% | -34.2% |
| 1Y | -21.4% | +46.4% | -67.8% | -34.4% |
| 3Y | +62.0% | +92.5% | -30.5% | +17.4% |
| 5Y | +28.1% | +107.4% | -79.2% | -13.1% |
| 10Y | +550.7% | +784.1% | -233.4% | +149.4% |
| All | +550.7% | +790.2% | -239.5% | +149.4% |
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