+386.2%
ISRG vs DGX
+255.3%
+130.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.7% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | -8.0% | -1.2% | -6.8% | -7.6% |
| 3M | -10.6% | +15.8% | -26.4% | -16.5% |
| 6M | -25.1% | +18.2% | -43.3% | -30.8% |
| YTD | -34.8% | +37.2% | -72.0% | -44.0% |
| 1Y | -19.0% | +30.4% | -49.4% | -29.0% |
| 3Y | +22.1% | +96.7% | -74.6% | -14.4% |
| 5Y | +8.2% | +67.2% | -59.0% | -18.5% |
| All | +386.2% | +255.3% | +130.8% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling