+223.5%
ISRG vs DOCU
+111.8%
+111.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.2% | +9.3% |
| 7D | +8.5% | -3.7% | +12.2% | +9.4% |
| 30D | +18.6% | +15.0% | +3.7% | +14.8% |
| 3M | +30.9% | +39.9% | -9.0% | +20.7% |
| 6M | +6.6% | +66.2% | -59.6% | -6.1% |
| YTD | -14.9% | +17.7% | -32.6% | -19.5% |
| 1Y | -10.5% | +13.7% | -24.2% | -15.0% |
| 3Y | +73.1% | +95.9% | -22.8% | +38.5% |
| 5Y | +32.7% | -71.7% | +104.4% | +45.5% |
| All | +223.5% | +111.8% | +111.7% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling