-3.0%
ISRG vs DHR
-28.0%
+25.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.9% |
| 7D | -5.2% | -0.8% | -4.3% | -4.8% |
| 30D | -7.6% | +0.2% | -7.8% | -7.8% |
| 3M | -16.4% | +12.1% | -28.4% | -21.6% |
| 6M | -28.6% | +5.4% | -34.0% | -31.3% |
| YTD | -38.2% | -10.0% | -28.2% | -35.6% |
| 1Y | -25.5% | +4.1% | -29.6% | -28.9% |
| 3Y | +17.4% | -5.2% | +22.6% | +12.5% |
| 5Y | -3.0% | -28.2% | +25.3% | +6.6% |
| All | -3.0% | -28.0% | +25.0% | +6.6% |
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 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