+500.7%
ISRG vs JD
+31.9%
+468.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.7% |
| 7D | +4.8% | +13.4% | -8.5% | +2.2% |
| 30D | +9.2% | +7.7% | +1.5% | +7.6% |
| 3M | +21.2% | -11.3% | +32.4% | +23.9% |
| 6M | +0.2% | -5.1% | +5.4% | +0.9% |
| YTD | -20.1% | +5.0% | -25.1% | -21.3% |
| 1Y | -17.3% | -5.6% | -11.7% | -17.0% |
| 3Y | +63.3% | +17.8% | +45.5% | +48.8% |
| 5Y | +24.1% | -57.2% | +81.2% | +33.6% |
| All | +500.7% | +31.9% | +468.7% | +329.0% |
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