+110.0%
ISRG vs DT
+103.5%
+6.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -0.5% |
| 30D | -2.3% | +2.0% | -4.3% | -3.1% |
| 3M | -12.4% | +20.0% | -32.4% | -18.2% |
| 6M | -26.8% | +39.3% | -66.1% | -36.0% |
| YTD | -35.3% | +19.8% | -55.0% | -40.5% |
| 1Y | -19.3% | +4.3% | -23.6% | -22.5% |
| 3Y | +18.1% | +7.7% | +10.4% | +10.2% |
| 5Y | +2.6% | -26.8% | +29.5% | +2.5% |
| All | +110.0% | +103.5% | +6.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 all: compounded portfolio wealth divided by compounded DT 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…
all analysis · Full analysis span regression · 6 months rolling