+16.8%
ISRG vs DUK
+48.4%
-31.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | -10.2% | +0.2% | -10.5% | -10.2% |
| 3M | -17.2% | -1.9% | -15.3% | -17.2% |
| 6M | -28.4% | -6.5% | -21.9% | -28.5% |
| YTD | -37.6% | +5.4% | -43.1% | -37.6% |
| 1Y | -24.4% | +3.6% | -28.0% | -24.5% |
| All | +16.8% | +48.4% | -31.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling