+157.0%
EWY vs ISRG
+55.5%
+101.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +4.2% | -2.0% | +6.2% | +4.6% |
| 30D | -10.7% | +5.6% | -16.2% | -11.7% |
| 3M | -20.1% | +10.5% | -30.6% | -21.8% |
| 6M | -24.3% | +2.6% | -26.9% | -25.0% |
| YTD | +46.9% | -21.7% | +68.5% | +57.7% |
| 1Y | +55.2% | -21.6% | +76.7% | +66.4% |
| 3Y | +157.0% | +57.0% | +99.9% | +119.1% |
| All | +157.0% | +55.5% | +101.5% | +119.1% |
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