+32.7%
ISRG vs DOCS
-53.1%
+85.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.3% | +3.0% | +8.3% |
| 7D | +8.5% | +1.2% | +7.3% | +8.4% |
| 30D | +18.6% | +21.3% | -2.7% | +14.7% |
| 3M | +30.9% | +58.4% | -27.5% | +19.5% |
| 6M | +6.6% | +39.3% | -32.7% | -1.3% |
| YTD | -14.9% | -21.7% | +6.8% | -13.2% |
| 1Y | -10.5% | -47.3% | +36.8% | -2.4% |
| 3Y | +73.1% | +58.2% | +14.9% | +42.1% |
| 5Y | +32.7% | -52.3% | +85.0% | +24.3% |
| All | +32.7% | -53.1% | +85.8% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling