-19.3%
ISRG vs DGX
+33.7%
-53.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.6% | -2.3% | +0.7% | -1.3% |
| 30D | -2.3% | +0.6% | -2.8% | -2.3% |
| 3M | -12.4% | +21.4% | -33.9% | -14.9% |
| 6M | -26.8% | +14.7% | -41.6% | -28.6% |
| YTD | -35.3% | +38.4% | -73.7% | -38.8% |
| 1Y | -19.3% | +34.0% | -53.3% | -24.6% |
| All | -19.3% | +33.7% | -53.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling