+1,056.4%
ISRG vs JD
+50.3%
+1,006.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -3.4% |
| 7D | +4.4% | +11.7% | -7.3% | +2.3% |
| 30D | +15.8% | +8.1% | +7.7% | +14.1% |
| 3M | +24.9% | -12.0% | +36.9% | +27.6% |
| 6M | +3.8% | -3.5% | +7.3% | +4.1% |
| YTD | -17.3% | +3.3% | -20.6% | -18.2% |
| 1Y | -14.6% | -7.4% | -7.2% | -13.9% |
| 3Y | +68.2% | +16.6% | +51.6% | +55.2% |
| 5Y | +28.4% | -57.9% | +86.2% | +36.9% |
| 10Y | +528.0% | +32.6% | +495.4% | +404.7% |
| All | +1,056.4% | +50.3% | +1,006.1% | +831.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling