+25.5%
ISRG vs DGX
+90.8%
-65.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -2.0% | +1.6% | -3.6% | -2.6% |
| 30D | +5.6% | +11.2% | -5.7% | +1.7% |
| 3M | +10.5% | +10.4% | +0.2% | +6.6% |
| 6M | +2.6% | +37.1% | -34.5% | -8.9% |
| YTD | -21.7% | +52.1% | -73.8% | -33.8% |
| 1Y | -21.6% | +40.7% | -62.3% | -31.5% |
| 3Y | +57.0% | +107.6% | -50.6% | +10.9% |
| All | +25.5% | +90.8% | -65.4% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling