+69.0%
ISRG vs DOCN
+182.8%
-113.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -15.9% | +13.0% | -1.8% |
| 7D | +4.4% | -29.3% | +33.7% | +6.7% |
| 30D | +15.8% | -46.0% | +61.8% | +20.3% |
| 3M | +24.9% | -43.2% | +68.1% | +28.7% |
| 6M | +3.8% | -53.7% | +57.5% | +8.0% |
| YTD | -17.3% | +46.9% | -64.2% | -28.1% |
| 1Y | -14.6% | +54.3% | -68.9% | -26.5% |
| All | +69.0% | +182.8% | -113.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 3y: compounded portfolio wealth divided by compounded DOCN 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…
3y analysis · Full analysis span regression · 6 months rolling