-10.5%
ISRG vs DKS
-29.5%
+19.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.7% | +1.7% | +8.0% |
| 7D | +8.5% | +8.4% | +0.1% | +7.0% |
| 30D | +18.6% | +7.7% | +10.9% | +17.0% |
| 3M | +30.9% | -25.8% | +56.7% | +37.2% |
| 6M | +6.6% | -31.0% | +37.6% | +13.9% |
| YTD | -14.9% | -23.8% | +8.9% | -10.9% |
| 1Y | -10.5% | -29.8% | +19.3% | -4.6% |
| All | -10.5% | -29.5% | +19.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling