+521.5%
ISRG vs DOC
+14.9%
+506.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +4.4% | +6.2% | -1.8% | +2.1% |
| 30D | +15.8% | +6.5% | +9.3% | +13.0% |
| 3M | +24.9% | -6.2% | +31.1% | +27.7% |
| 6M | +3.8% | +25.6% | -21.8% | -6.1% |
| YTD | -17.3% | +32.1% | -49.4% | -26.9% |
| 1Y | -14.6% | +20.3% | -34.9% | -21.8% |
| 3Y | +68.2% | +42.7% | +25.5% | +40.2% |
| 5Y | +28.4% | -22.2% | +50.5% | +37.4% |
| All | +521.5% | +14.9% | +506.6% | +463.2% |
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