+550.7%
ISRG vs DHR
+245.3%
+305.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -6.8% | +0.2% | -6.9% | -6.9% |
| 30D | +5.1% | +6.4% | -1.3% | +1.0% |
| 3M | +12.0% | +13.6% | -1.6% | +3.0% |
| 6M | +7.0% | +41.9% | -34.8% | -15.2% |
| YTD | -20.6% | +3.4% | -24.0% | -23.9% |
| 1Y | -21.4% | +9.9% | -31.3% | -27.7% |
| 3Y | +62.0% | +21.6% | +40.4% | +30.3% |
| 5Y | +28.1% | -10.6% | +38.7% | +27.2% |
| 10Y | +550.7% | +245.2% | +305.5% | +116.0% |
| All | +550.7% | +245.3% | +305.4% | +116.0% |
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