+23.4%
ISRG vs DG
+12.2%
+11.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -1.6% | +8.4% | -10.0% | -1.9% |
| 30D | -2.3% | +4.9% | -7.2% | -2.4% |
| 3M | -12.4% | +29.3% | -41.8% | -12.9% |
| 6M | -26.8% | -11.3% | -15.6% | -27.6% |
| YTD | -35.3% | +1.8% | -37.0% | -35.7% |
| 1Y | -19.3% | +25.3% | -44.7% | -19.1% |
| All | +23.4% | +12.2% | +11.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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