-10.5%
ISRG vs DVN
+39.9%
-50.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -7.3% | +16.7% | +7.4% |
| 7D | +8.5% | -13.9% | +22.5% | +4.9% |
| 30D | +18.6% | -8.0% | +26.6% | +16.4% |
| 3M | +30.9% | +0.8% | +30.1% | +31.4% |
| 6M | +6.6% | -12.8% | +19.3% | +5.3% |
| YTD | -14.9% | +22.7% | -37.6% | -11.4% |
| 1Y | -10.5% | +39.0% | -49.5% | -5.2% |
| All | -10.5% | +39.9% | -50.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 1y: compounded portfolio wealth divided by compounded DVN 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…
1y analysis · Full analysis span regression · 6 months rolling