+28.3%
ISRG vs JD
-60.4%
+88.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +2.1% | +5.2% | -3.1% | +1.3% |
| 30D | +6.2% | +4.5% | +1.6% | +5.4% |
| 3M | +14.4% | -15.4% | +29.8% | +17.0% |
| 6M | 0.0% | -6.0% | +6.0% | +0.6% |
| YTD | -20.5% | +2.2% | -22.7% | -21.1% |
| 1Y | -21.9% | -6.7% | -15.2% | -21.5% |
| 3Y | +62.2% | +20.5% | +41.7% | +51.5% |
| All | +28.3% | -60.4% | +88.7% | +42.7% |
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