+23.9%
ISRG vs DPZ
-27.1%
+51.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.5% |
| 7D | +4.8% | +6.6% | -1.7% | +2.4% |
| 30D | +9.2% | +10.3% | -1.1% | +5.2% |
| 3M | +21.2% | -6.2% | +27.3% | +23.8% |
| 6M | +0.2% | +4.2% | -4.0% | -1.8% |
| YTD | -20.1% | -18.4% | -1.7% | -14.6% |
| 1Y | -17.3% | -14.9% | -2.4% | -13.3% |
| 3Y | +63.3% | -4.6% | +67.9% | +56.8% |
| All | +23.9% | -27.1% | +51.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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