+26.5%
ISRG vs DKS
+27.3%
-0.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +0.6% |
| 7D | +5.4% | +3.8% | +1.6% | +4.5% |
| 30D | +8.6% | +8.1% | +0.6% | +6.6% |
| 3M | +21.6% | -28.6% | +50.2% | +29.5% |
| 6M | +2.3% | -33.6% | +35.9% | +10.8% |
| YTD | -18.7% | -23.8% | +5.1% | -15.3% |
| 1Y | -17.8% | -30.7% | +13.0% | -12.4% |
| 3Y | +69.1% | +41.5% | +27.6% | +44.1% |
| 5Y | +26.5% | +23.0% | +3.4% | -0.3% |
| All | +26.5% | +27.3% | -0.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling