+2.0%
ISRG vs DOCS
-73.4%
+75.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.4% |
| 30D | -2.3% | +21.8% | -24.1% | -6.4% |
| 3M | -12.4% | +27.3% | -39.7% | -16.7% |
| 6M | -26.8% | -0.3% | -26.5% | -28.2% |
| YTD | -35.3% | -40.5% | +5.2% | -30.8% |
| 1Y | -19.3% | -61.5% | +42.2% | -7.5% |
| 3Y | +18.1% | +8.2% | +10.0% | +5.1% |
| All | +2.0% | -73.4% | +75.4% | +2.7% |
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 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