+22,068.6%
ISRG vs DLTR
+954.2%
+21,114.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -6.8% | -2.8% | -4.0% | -6.2% |
| 30D | +5.1% | +21.5% | -16.4% | +0.8% |
| 3M | +12.0% | +11.6% | +0.4% | +9.2% |
| 6M | +7.0% | +58.7% | -51.7% | -3.4% |
| YTD | -20.6% | +16.2% | -36.8% | -23.9% |
| 1Y | -21.4% | +34.8% | -56.3% | -27.2% |
| 3Y | +62.0% | +25.3% | +36.7% | +47.4% |
| 5Y | +28.1% | +25.8% | +2.3% | +13.8% |
| 10Y | +550.7% | +83.7% | +467.0% | +403.7% |
| All | +22,068.6% | +954.2% | +21,114.4% | +10,177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling