+27,459.7%
ISRG vs DKS
+6,836.7%
+20,623.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.8% | +1.3% | -8.1% | -7.1% |
| 30D | +5.1% | +8.9% | -3.8% | +2.7% |
| 3M | +12.0% | -26.4% | +38.4% | +19.0% |
| 6M | +7.0% | -31.1% | +38.1% | +15.4% |
| YTD | -20.6% | -22.8% | +2.2% | -17.4% |
| 1Y | -21.4% | -29.5% | +8.1% | -16.4% |
| 3Y | +62.0% | +42.8% | +19.2% | +36.5% |
| 5Y | +28.1% | +29.2% | -1.0% | +5.5% |
| 10Y | +550.7% | +235.0% | +315.7% | +250.9% |
| All | +27,459.7% | +6,836.7% | +20,623.0% | +6,348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling