+22,229.9%
ISRG vs HD
+1,083.9%
+21,145.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.5% |
| 7D | +4.8% | +4.3% | +0.5% | +2.9% |
| 30D | +9.2% | +20.2% | -11.0% | +0.3% |
| 3M | +21.2% | -1.0% | +22.2% | +21.5% |
| 6M | +0.2% | +7.9% | -7.7% | -3.4% |
| YTD | -20.1% | +2.0% | -22.0% | -21.3% |
| 1Y | -17.3% | -4.3% | -13.0% | -16.5% |
| 3Y | +63.3% | +25.9% | +37.4% | +43.9% |
| 5Y | +24.1% | +5.8% | +18.2% | +17.6% |
| 10Y | +507.0% | +262.5% | +244.4% | +233.9% |
| All | +22,229.9% | +1,083.9% | +21,145.9% | +6,559.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling