+50.2%
ISRG vs DOCS
-21.0%
+71.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.3% | -3.1% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | +9.2% | +17.4% | -8.2% | +6.7% |
| 3M | +21.2% | +57.4% | -36.2% | +12.3% |
| 6M | +0.2% | +26.5% | -26.3% | -4.7% |
| YTD | -20.1% | -26.6% | +6.5% | -18.0% |
| 1Y | -17.3% | -48.1% | +30.7% | -11.1% |
| 3Y | +63.3% | +52.6% | +10.7% | +41.8% |
| 5Y | +24.1% | -52.1% | +76.2% | +17.2% |
| All | +50.2% | -21.0% | +71.2% | +44.7% |
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