+376.2%
ISRG vs DOC
-2.1%
+378.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.6% | -1.5% | -0.1% | -1.0% |
| 30D | -2.3% | -4.8% | +2.5% | -0.6% |
| 3M | -12.4% | +6.9% | -19.3% | -14.9% |
| 6M | -26.8% | +20.7% | -47.6% | -32.7% |
| YTD | -35.3% | +34.1% | -69.4% | -43.1% |
| 1Y | -19.3% | +22.6% | -42.0% | -26.6% |
| 3Y | +18.1% | +20.8% | -2.7% | +5.7% |
| 5Y | +2.6% | -24.9% | +27.5% | +11.3% |
| All | +376.2% | -2.1% | +378.2% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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