+2.0%
ISRG vs DRI
+72.9%
-70.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -2.3% | +3.8% | -6.1% | -3.8% |
| 3M | -12.4% | +13.0% | -25.5% | -16.8% |
| 6M | -26.8% | +8.3% | -35.1% | -29.5% |
| YTD | -35.3% | +20.6% | -55.9% | -40.6% |
| 1Y | -19.3% | +6.5% | -25.8% | -22.3% |
| 3Y | +18.1% | +53.7% | -35.6% | -6.3% |
| All | +2.0% | +72.9% | -70.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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