-10.5%
ISRG vs DOW
+50.2%
-60.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.2% | +12.6% | +8.8% |
| 7D | +8.5% | -4.2% | +12.7% | +7.9% |
| 30D | +18.6% | +14.7% | +3.9% | +21.1% |
| 3M | +30.9% | +9.1% | +21.8% | +32.8% |
| 6M | +6.6% | -17.7% | +24.2% | +5.2% |
| YTD | -14.9% | +44.6% | -59.5% | -15.0% |
| 1Y | -10.5% | +51.9% | -62.4% | -10.9% |
| All | -10.5% | +50.2% | -60.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling