+55.4%
ISRG vs DOCS
-19.4%
+74.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.2% |
| 7D | +4.4% | -1.3% | +5.7% | +4.7% |
| 30D | +15.8% | +19.4% | -3.6% | +12.8% |
| 3M | +24.9% | +53.4% | -28.5% | +16.2% |
| 6M | +3.8% | +28.8% | -25.0% | -1.6% |
| YTD | -17.3% | -25.1% | +7.8% | -15.5% |
| 1Y | -14.6% | -48.1% | +33.6% | -8.1% |
| 3Y | +68.2% | +51.4% | +16.8% | +46.3% |
| 5Y | +28.4% | -51.1% | +79.5% | +20.9% |
| All | +55.4% | -19.4% | +74.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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