+26.5%
ISRG vs DHR
-10.0%
+36.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.7% |
| 7D | +5.4% | +3.1% | +2.3% | +3.9% |
| 30D | +8.6% | +7.0% | +1.7% | +5.0% |
| 3M | +21.6% | +15.0% | +6.6% | +13.0% |
| 6M | +2.3% | +37.9% | -35.6% | -13.8% |
| YTD | -18.7% | +3.3% | -22.0% | -21.0% |
| 1Y | -17.8% | +12.8% | -30.6% | -23.9% |
| 3Y | +69.1% | +22.4% | +46.7% | +39.3% |
| 5Y | +26.5% | -9.1% | +35.5% | +24.1% |
| All | +26.5% | -10.0% | +36.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling