+22,381.6%
ISRG vs DKS
+6,292.4%
+16,089.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.6% | +3.0% | -4.6% | -2.4% |
| 30D | -2.3% | -30.5% | +28.3% | +5.7% |
| 3M | -12.4% | -35.7% | +23.2% | -3.3% |
| 6M | -26.8% | -29.7% | +2.9% | -21.5% |
| YTD | -35.3% | -28.9% | -6.4% | -30.9% |
| 1Y | -19.3% | -35.9% | +16.5% | -11.9% |
| 3Y | +18.1% | +28.2% | -10.0% | +2.7% |
| 5Y | +2.6% | +11.8% | -9.2% | -12.2% |
| 10Y | +379.4% | +211.6% | +167.8% | +163.6% |
| All | +22,381.6% | +6,292.4% | +16,089.2% | +5,294.8% |
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