+32.7%
ISRG vs DOC
-22.8%
+55.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.2% |
| 7D | +8.5% | +8.7% | -0.2% | +5.3% |
| 30D | +18.6% | +7.6% | +11.0% | +15.4% |
| 3M | +30.9% | -5.3% | +36.2% | +33.2% |
| 6M | +6.6% | +27.6% | -21.0% | -4.0% |
| YTD | -14.9% | +32.4% | -47.3% | -24.8% |
| 1Y | -10.5% | +22.9% | -33.4% | -18.5% |
| 3Y | +73.1% | +43.1% | +30.0% | +41.6% |
| 5Y | +32.7% | -21.4% | +54.1% | +61.5% |
| All | +32.7% | -22.8% | +55.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling