+143.8%
EWY vs ISRG
-23.0%
+166.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.0% | -6.2% | -4.4% |
| 7D | +1.2% | -2.5% | +3.8% | +1.5% |
| 30D | +9.3% | -10.2% | +19.5% | +10.4% |
| 3M | +2.4% | -12.5% | +14.9% | +4.4% |
| 6M | +40.3% | -25.8% | +66.1% | +50.9% |
| YTD | +88.0% | -36.4% | +124.4% | +108.0% |
| 1Y | +143.8% | -19.9% | +163.7% | +159.0% |
| All | +143.8% | -23.0% | +166.8% | +159.0% |
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