+370.1%
ISRG vs DHR
+209.6%
+160.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -5.0% | -2.4% | -2.6% | -3.6% |
| 30D | -10.2% | -2.2% | -8.0% | -9.2% |
| 3M | -17.2% | +9.0% | -26.1% | -22.4% |
| 6M | -28.4% | +3.5% | -31.9% | -31.1% |
| YTD | -37.6% | -10.1% | -27.5% | -34.6% |
| 1Y | -24.4% | +6.2% | -30.6% | -29.7% |
| 3Y | +18.4% | -5.4% | +23.8% | +12.8% |
| 5Y | -1.0% | -27.9% | +26.9% | +13.5% |
| 10Y | +370.1% | +215.7% | +154.4% | +75.8% |
| All | +370.1% | +209.6% | +160.6% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling