+17,983.8%
ISRG vs DE
+5,347.1%
+12,636.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | +10.0% | -11.6% | -5.3% |
| 30D | -2.3% | +13.3% | -15.6% | -7.5% |
| 3M | -12.4% | +17.5% | -29.9% | -18.6% |
| 6M | -26.8% | +13.6% | -40.4% | -31.5% |
| YTD | -35.3% | +49.8% | -85.0% | -46.4% |
| 1Y | -19.3% | +47.9% | -67.2% | -33.0% |
| 3Y | +18.1% | +72.5% | -54.4% | -10.1% |
| 5Y | +2.6% | +90.2% | -87.6% | -27.4% |
| 10Y | +379.4% | +865.4% | -485.9% | +63.2% |
| All | +17,983.8% | +5,347.1% | +12,636.7% | +2,860.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling