+23.9%
ISRG vs DPZ
-29.5%
+53.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.6% | -2.7% |
| 7D | -6.1% | -2.5% | -3.7% | -5.2% |
| 30D | +4.2% | +12.5% | -8.3% | -0.4% |
| 3M | +9.6% | -5.2% | +14.8% | +11.6% |
| 6M | +1.9% | +8.8% | -6.9% | -1.9% |
| YTD | -22.3% | -18.7% | -3.7% | -16.9% |
| 1Y | -23.2% | -15.7% | -7.5% | -19.1% |
| 3Y | +58.5% | -7.5% | +66.0% | +54.3% |
| 5Y | +23.9% | -30.1% | +54.0% | +42.9% |
| All | +23.9% | -29.5% | +53.5% | +42.9% |
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