+22,093.8%
ISRG vs DVA
+9,791.3%
+12,302.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.3% |
| 7D | +2.1% | -1.6% | +3.7% | +2.7% |
| 30D | +6.2% | 0.0% | +6.1% | +6.0% |
| 3M | +14.4% | -2.4% | +16.8% | +14.8% |
| 6M | 0.0% | -9.8% | +9.7% | +1.7% |
| YTD | -20.5% | +57.8% | -78.3% | -34.0% |
| 1Y | -21.9% | +49.2% | -71.1% | -34.0% |
| 3Y | +62.2% | +116.0% | -53.8% | +17.7% |
| 5Y | +25.2% | +68.5% | -43.3% | -5.3% |
| 10Y | +537.3% | +198.9% | +338.4% | +276.1% |
| All | +22,093.8% | +9,791.3% | +12,302.4% | +5,462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling