-3.0%
ISRG vs DLTR
+34.4%
-37.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -3.6% |
| 7D | -5.2% | -5.8% | +0.7% | -4.2% |
| 30D | -7.6% | -5.2% | -2.3% | -6.8% |
| 3M | -16.4% | +15.2% | -31.5% | -18.1% |
| 6M | -28.6% | +7.1% | -35.7% | -29.6% |
| YTD | -38.2% | +0.8% | -39.0% | -38.6% |
| 1Y | -25.5% | +24.8% | -50.3% | -28.6% |
| 3Y | +17.4% | +6.9% | +10.5% | +13.7% |
| 5Y | -3.0% | +33.2% | -36.2% | -2.2% |
| All | -3.0% | +34.4% | -37.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling