+164.3%
EWY vs ISRG
-16.8%
+181.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.7% |
| 7D | +4.8% | -1.6% | +6.4% | +5.0% |
| 30D | +11.7% | -2.3% | +13.9% | +11.8% |
| 3M | -7.4% | -12.4% | +5.0% | -5.5% |
| 6M | +40.6% | -26.8% | +67.4% | +51.3% |
| YTD | +94.3% | -35.3% | +129.5% | +113.0% |
| 1Y | +164.3% | -19.3% | +183.6% | +181.4% |
| All | +164.3% | -16.8% | +181.1% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 1y: compounded portfolio wealth divided by compounded ISRG 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…
1y analysis · Full analysis span regression · 6 months rolling