+84.5%
ISRG vs DOW
-15.4%
+99.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -5.0% | -4.6% |
| 7D | -5.2% | -2.9% | -2.2% | -4.4% |
| 30D | -7.6% | +2.0% | -9.5% | -8.2% |
| 3M | -16.4% | -12.5% | -3.8% | -13.8% |
| 6M | -28.6% | -9.2% | -19.4% | -28.7% |
| YTD | -38.2% | +30.8% | -68.9% | -45.9% |
| 1Y | -25.5% | +29.4% | -54.9% | -35.1% |
| 3Y | +17.4% | -34.6% | +52.0% | +25.3% |
| 5Y | -3.0% | -35.9% | +33.0% | +2.9% |
| All | +84.5% | -15.4% | +99.9% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling