+539.2%
ISRG vs DVA
+193.2%
+346.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -2.0% | -8.8% | +6.7% | +0.3% |
| 30D | +5.6% | -3.4% | +9.0% | +6.4% |
| 3M | +10.5% | -2.6% | +13.1% | +11.0% |
| 6M | +2.6% | -11.9% | +14.5% | +4.7% |
| YTD | -21.7% | +53.6% | -75.3% | -33.3% |
| 1Y | -21.6% | +41.9% | -63.4% | -31.6% |
| 3Y | +57.0% | +97.5% | -40.5% | +18.9% |
| 5Y | +25.0% | +65.0% | -40.0% | -3.2% |
| All | +539.2% | +193.2% | +346.0% | +300.1% |
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