+28.4%
ISRG vs DOCU
-71.9%
+100.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -2.4% |
| 7D | +4.4% | -3.2% | +7.6% | +5.2% |
| 30D | +15.8% | +15.7% | +0.1% | +11.9% |
| 3M | +24.9% | +37.3% | -12.4% | +15.6% |
| 6M | +3.8% | +63.1% | -59.3% | -8.3% |
| YTD | -17.3% | +15.4% | -32.7% | -21.4% |
| 1Y | -14.6% | +11.3% | -25.9% | -18.4% |
| 3Y | +68.2% | +92.1% | -23.8% | +33.9% |
| 5Y | +28.4% | -70.5% | +98.9% | +23.8% |
| All | +28.4% | -71.9% | +100.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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