-10.5%
ISRG vs DUK
+7.9%
-18.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +6.9% | +9.3% |
| 7D | +8.5% | +4.9% | +3.7% | +8.4% |
| 30D | +18.6% | +13.8% | +4.8% | +19.1% |
| 3M | +30.9% | +5.2% | +25.7% | +30.8% |
| 6M | +6.6% | +3.5% | +3.1% | +5.8% |
| YTD | -14.9% | +13.5% | -28.3% | -13.3% |
| 1Y | -10.5% | +8.3% | -18.9% | -10.8% |
| All | -10.5% | +7.9% | -18.4% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling