+17,168.2%
ISRG vs DGX
+1,956.9%
+15,211.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -5.2% | -0.3% | -4.9% | -5.0% |
| 30D | -7.6% | -1.2% | -6.4% | -7.1% |
| 3M | -16.4% | +19.9% | -36.3% | -22.4% |
| 6M | -28.6% | +19.2% | -47.8% | -33.7% |
| YTD | -38.2% | +37.5% | -75.7% | -46.0% |
| 1Y | -25.5% | +31.3% | -56.8% | -33.9% |
| 3Y | +17.4% | +96.6% | -79.2% | -13.2% |
| 5Y | -3.0% | +64.3% | -67.2% | -23.1% |
| 10Y | +356.0% | +241.1% | +114.8% | +162.2% |
| All | +17,168.2% | +1,956.9% | +15,211.2% | +5,675.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling