-23.2%
ISRG vs DOW
+55.2%
-78.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -1.8% |
| 7D | -6.1% | +3.7% | -9.8% | -5.5% |
| 30D | +4.2% | +16.3% | -12.1% | +6.7% |
| 3M | +9.6% | +9.7% | -0.1% | +11.3% |
| 6M | +1.9% | -14.1% | +15.9% | +0.9% |
| YTD | -22.3% | +46.6% | -68.9% | -22.7% |
| 1Y | -23.2% | +56.8% | -80.0% | -24.0% |
| All | -23.2% | +55.2% | -78.3% | -24.0% |
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