+550.7%
ISRG vs JD
+31.1%
+519.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -6.8% | +0.4% | -7.2% | -6.9% |
| 30D | +5.1% | +4.2% | +0.9% | +4.2% |
| 3M | +12.0% | -12.8% | +24.8% | +14.9% |
| 6M | +7.0% | -8.8% | +15.8% | +8.6% |
| YTD | -20.6% | +0.5% | -21.1% | -21.2% |
| 1Y | -21.4% | -8.8% | -12.7% | -20.6% |
| 3Y | +62.0% | +18.6% | +43.4% | +47.2% |
| 5Y | +28.1% | -62.2% | +90.4% | +42.6% |
| 10Y | +550.7% | +32.2% | +518.5% | +381.2% |
| All | +550.7% | +31.1% | +519.6% | +381.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling