+62.2%
ISRG vs JD
+21.0%
+41.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.3% |
| 7D | +2.1% | +5.2% | -3.1% | +1.5% |
| 30D | +6.2% | +4.5% | +1.6% | +5.6% |
| 3M | +14.4% | -15.4% | +29.8% | +16.1% |
| 6M | 0.0% | -6.0% | +6.0% | +0.4% |
| YTD | -20.5% | +2.2% | -22.7% | -20.9% |
| 1Y | -21.9% | -6.7% | -15.2% | -21.6% |
| 3Y | +62.2% | +20.5% | +41.7% | +62.9% |
| All | +62.2% | +21.0% | +41.1% | +62.9% |
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