+2.0%
ISRG vs DOW
-37.6%
+39.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | -2.3% | +0.4% | -2.6% | -2.5% |
| 3M | -12.4% | -14.4% | +2.0% | -10.0% |
| 6M | -26.8% | -7.0% | -19.9% | -27.7% |
| YTD | -35.3% | +30.2% | -65.5% | -42.6% |
| 1Y | -19.3% | +29.2% | -48.5% | -28.8% |
| 3Y | +18.1% | -36.7% | +54.8% | +26.4% |
| All | +2.0% | -37.6% | +39.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling