+230.2%
EWY vs ISRG
+17.7%
+212.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.5% |
| 7D | +8.0% | -5.2% | +13.2% | +9.2% |
| 30D | +14.3% | -7.6% | +21.9% | +16.1% |
| 3M | +2.3% | -16.4% | +18.7% | +5.9% |
| 6M | +49.9% | -28.6% | +78.4% | +62.5% |
| YTD | +95.3% | -38.2% | +133.5% | +120.5% |
| 1Y | +161.7% | -25.5% | +187.2% | +178.7% |
| 3Y | +230.2% | +17.4% | +212.7% | +202.7% |
| All | +230.2% | +17.7% | +212.5% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling