+21.6%
ISRG vs DOCS
-36.0%
+57.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | -12.4% | +27.3% | -39.7% | -16.2% |
| 6M | -26.8% | -0.3% | -26.5% | -28.0% |
| YTD | -35.3% | -40.5% | +5.2% | -31.5% |
| 1Y | -19.3% | -61.5% | +42.2% | -9.3% |
| 3Y | +18.1% | +8.2% | +10.0% | +8.2% |
| 5Y | +2.6% | -73.4% | +76.1% | -0.2% |
| All | +21.6% | -36.0% | +57.6% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling