+57.0%
ISRG vs DE
+88.0%
-31.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +5.6% | +3.6% | +2.0% | +5.0% |
| 3M | +10.5% | +10.2% | +0.3% | +8.5% |
| 6M | +2.6% | +16.6% | -14.0% | -0.6% |
| YTD | -21.7% | +45.8% | -67.5% | -29.0% |
| 1Y | -21.6% | +43.9% | -65.5% | -28.7% |
| 3Y | +57.0% | +89.6% | -32.6% | +34.1% |
| All | +57.0% | +88.0% | -31.0% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling