+57.0%
ISRG vs DLTR
+21.5%
+35.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -2.0% | +5.3% | -7.3% | -2.9% |
| 30D | +5.6% | +13.4% | -7.8% | +3.6% |
| 3M | +10.5% | +6.6% | +3.9% | +9.4% |
| 6M | +2.6% | +59.1% | -56.5% | -3.4% |
| YTD | -21.7% | +12.3% | -33.9% | -23.5% |
| 1Y | -21.6% | +33.9% | -55.4% | -25.0% |
| 3Y | +57.0% | +23.0% | +34.0% | +54.8% |
| All | +57.0% | +21.5% | +35.6% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling