+23.9%
ISRG vs DFNS
-100.0%
+123.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -12.2% | +8.9% | -3.3% |
| 7D | +4.8% | -44.0% | +48.8% | +4.9% |
| 30D | +9.2% | -69.1% | +78.4% | +9.5% |
| 3M | +21.2% | -95.6% | +116.8% | +21.9% |
| 6M | +0.2% | -96.2% | +96.4% | 0.0% |
| YTD | -20.1% | -99.6% | +79.6% | -20.3% |
| 1Y | -17.3% | -99.7% | +82.4% | -17.6% |
| 3Y | +63.3% | -100.0% | +163.3% | +60.8% |
| All | +23.9% | -100.0% | +123.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 5y: compounded portfolio wealth divided by compounded DFNS 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…
5y analysis · Full analysis span regression · 6 months rolling