+23.9%
ISRG vs HD
+5.3%
+18.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.3% |
| 7D | +4.8% | +4.3% | +0.5% | +2.5% |
| 30D | +9.2% | +20.2% | -11.0% | -1.3% |
| 3M | +21.2% | -1.0% | +22.2% | +21.7% |
| 6M | +0.2% | +7.9% | -7.7% | -3.9% |
| YTD | -20.1% | +2.0% | -22.0% | -21.6% |
| 1Y | -17.3% | -4.3% | -13.0% | -16.2% |
| 3Y | +63.3% | +25.9% | +37.4% | +35.5% |
| All | +23.9% | +5.3% | +18.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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