+2.0%
ISRG vs DOCU
-78.0%
+80.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.7% |
| 7D | -1.6% | +6.9% | -8.5% | -3.1% |
| 30D | -2.3% | +19.0% | -21.3% | -6.4% |
| 3M | -12.4% | +34.3% | -46.7% | -18.7% |
| 6M | -26.8% | +48.0% | -74.8% | -34.1% |
| YTD | -35.3% | 0.0% | -35.3% | -36.3% |
| 1Y | -19.3% | -10.3% | -9.1% | -19.3% |
| 3Y | +18.1% | +32.4% | -14.3% | +2.8% |
| All | +2.0% | -78.0% | +80.0% | +12.3% |
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