-19.3%
ISRG vs DKS
-32.3%
+13.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.6% | +3.0% | -4.6% | -2.0% |
| 30D | -2.3% | -30.5% | +28.3% | +3.4% |
| 3M | -12.4% | -35.7% | +23.2% | -5.8% |
| 6M | -26.8% | -29.7% | +2.9% | -22.4% |
| YTD | -35.3% | -28.9% | -6.4% | -31.4% |
| 1Y | -19.3% | -35.9% | +16.5% | -12.9% |
| All | -19.3% | -32.3% | +13.0% | -12.9% |
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