-20.1%
ISRG vs DOW
+43.1%
-63.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.5% |
| 7D | +5.4% | -9.4% | +14.8% | +3.8% |
| 30D | +8.6% | +8.9% | -0.3% | +10.0% |
| 3M | +21.6% | +6.7% | +14.8% | +22.9% |
| 6M | +2.3% | -14.2% | +16.5% | +1.0% |
| YTD | -18.7% | +36.9% | -55.6% | -20.0% |
| All | -20.1% | +43.1% | -63.2% | -21.9% |
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