+17.4%
ISRG vs DE
+72.4%
-55.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.2% |
| 7D | -5.2% | +0.7% | -5.9% | -5.3% |
| 30D | -7.6% | +9.6% | -17.2% | -9.1% |
| 3M | -16.4% | +19.0% | -35.3% | -19.3% |
| 6M | -28.6% | +16.1% | -44.6% | -30.9% |
| YTD | -38.2% | +47.0% | -85.2% | -44.2% |
| 1Y | -25.5% | +43.1% | -68.6% | -32.3% |
| 3Y | +17.4% | +77.5% | -60.1% | +0.1% |
| All | +17.4% | +72.4% | -55.0% | +0.1% |
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