+17,983.8%
ISRG vs DHR
+4,156.2%
+13,827.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | -1.6% | -3.9% | +2.3% | +0.3% |
| 30D | -2.3% | +4.0% | -6.3% | -4.3% |
| 3M | -12.4% | +11.5% | -23.9% | -17.8% |
| 6M | -26.8% | +1.9% | -28.7% | -28.4% |
| YTD | -35.3% | -8.9% | -26.3% | -33.2% |
| 1Y | -19.3% | +5.1% | -24.4% | -23.2% |
| 3Y | +18.1% | -10.3% | +28.4% | +18.6% |
| 5Y | +2.6% | -27.8% | +30.4% | +14.1% |
| 10Y | +379.4% | +203.6% | +175.8% | +170.3% |
| All | +17,983.8% | +4,156.2% | +13,827.6% | +2,400.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling