+533.8%
ISRG vs DLTR
+80.3%
+453.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -6.1% | +2.4% | -8.5% | -6.6% |
| 30D | +4.2% | +21.5% | -17.3% | +0.4% |
| 3M | +9.6% | +9.8% | -0.2% | +7.5% |
| 6M | +1.9% | +58.6% | -56.8% | -6.9% |
| YTD | -22.3% | +14.8% | -37.2% | -25.0% |
| 1Y | -23.2% | +33.0% | -56.2% | -27.9% |
| 3Y | +58.5% | +23.8% | +34.7% | +47.1% |
| 5Y | +23.9% | +24.9% | -1.0% | +12.9% |
| All | +533.8% | +80.3% | +453.5% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling