+23.9%
ISRG vs DRI
+78.5%
-54.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.0% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +4.2% | +10.8% | -6.6% | +0.1% |
| 3M | +9.6% | +0.9% | +8.7% | +9.1% |
| 6M | +1.9% | +16.3% | -14.5% | -4.7% |
| YTD | -22.3% | +27.8% | -50.1% | -30.7% |
| 1Y | -23.2% | +33.9% | -57.0% | -32.9% |
| 3Y | +58.5% | +67.2% | -8.7% | +19.4% |
| 5Y | +23.9% | +79.0% | -55.1% | -13.3% |
| All | +23.9% | +78.5% | -54.6% | -13.3% |
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