+25.5%
ISRG vs JD
-63.0%
+88.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -2.0% | -4.1% | +2.1% | -1.4% |
| 30D | +5.6% | +4.6% | +0.9% | +4.8% |
| 3M | +10.5% | -4.7% | +15.3% | +11.3% |
| 6M | +2.6% | -17.4% | +20.0% | +5.2% |
| YTD | -21.7% | +0.7% | -22.4% | -22.1% |
| 1Y | -21.6% | -5.9% | -15.7% | -21.2% |
| 3Y | +57.0% | +18.9% | +38.2% | +47.0% |
| All | +25.5% | -63.0% | +88.5% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling