-10.5%
ISRG vs DHR
+11.6%
-22.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +8.7% |
| 7D | +8.5% | +0.4% | +8.2% | +8.4% |
| 30D | +18.6% | +6.2% | +12.4% | +16.4% |
| 3M | +30.9% | +20.8% | +10.1% | +23.5% |
| 6M | +6.6% | +35.5% | -28.9% | -3.1% |
| YTD | -14.9% | +3.2% | -18.1% | -17.7% |
| 1Y | -10.5% | +10.7% | -21.2% | -13.6% |
| All | -10.5% | +11.6% | -22.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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