+23.9%
ISRG vs DOW
-30.0%
+53.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -3.0% |
| 7D | +4.8% | -9.5% | +14.3% | +6.7% |
| 30D | +9.2% | +13.1% | -3.8% | +6.5% |
| 3M | +21.2% | +4.8% | +16.3% | +19.6% |
| 6M | +0.2% | -16.7% | +16.9% | +3.5% |
| YTD | -20.1% | +38.9% | -58.9% | -30.4% |
| 1Y | -17.3% | +48.3% | -65.6% | -29.9% |
| 3Y | +63.3% | -24.4% | +87.7% | +64.6% |
| All | +23.9% | -30.0% | +53.9% | +30.8% |
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