-3.0%
ISRG vs DVA
+38.1%
-41.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.1% |
| 7D | -5.2% | +2.2% | -7.4% | -5.5% |
| 30D | -7.6% | -2.0% | -5.5% | -7.2% |
| 3M | -16.4% | -6.3% | -10.1% | -16.0% |
| 6M | -28.6% | +19.4% | -48.0% | -32.2% |
| YTD | -38.2% | +58.5% | -96.7% | -45.6% |
| 1Y | -25.5% | +33.9% | -59.4% | -31.5% |
| 3Y | +17.4% | +88.4% | -71.0% | -5.3% |
| 5Y | -3.0% | +39.5% | -42.5% | -11.0% |
| All | -3.0% | +38.1% | -41.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling