+550.7%
ISRG vs DVA
+206.9%
+343.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.7% |
| 7D | -6.8% | -4.8% | -2.0% | -5.6% |
| 30D | +5.1% | +0.9% | +4.2% | +4.8% |
| 3M | +12.0% | +2.9% | +9.1% | +10.9% |
| 6M | +7.0% | -7.8% | +14.8% | +7.9% |
| YTD | -20.6% | +61.5% | -82.1% | -33.3% |
| 1Y | -21.4% | +50.1% | -71.5% | -32.5% |
| 3Y | +62.0% | +121.1% | -59.1% | +18.6% |
| 5Y | +28.1% | +72.9% | -44.8% | -1.9% |
| 10Y | +550.7% | +208.2% | +342.4% | +299.7% |
| All | +550.7% | +206.9% | +343.8% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling