+69.0%
ISRG vs JD
+14.9%
+54.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.2% |
| 7D | +4.4% | +11.7% | -7.3% | +3.2% |
| 30D | +15.8% | +8.1% | +7.7% | +14.8% |
| 3M | +24.9% | -12.0% | +36.9% | +26.3% |
| 6M | +3.8% | -3.5% | +7.3% | +3.9% |
| YTD | -17.3% | +3.3% | -20.6% | -17.7% |
| 1Y | -14.6% | -7.4% | -7.2% | -14.2% |
| All | +69.0% | +14.9% | +54.1% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling