+1,249.7%
EWY vs ISRG
+18,108.6%
-16,858.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.8% |
| 7D | +4.8% | -1.6% | +6.4% | +5.2% |
| 30D | +11.7% | -2.3% | +13.9% | +12.1% |
| 3M | -7.4% | -12.4% | +5.0% | -5.6% |
| 6M | +40.6% | -26.8% | +67.4% | +48.9% |
| YTD | +94.3% | -35.3% | +129.5% | +111.2% |
| 1Y | +164.3% | -19.3% | +183.6% | +172.8% |
| 3Y | +221.0% | +18.1% | +202.8% | +201.5% |
| 5Y | +139.1% | +2.6% | +136.5% | +127.1% |
| 10Y | +298.8% | +379.4% | -80.6% | +174.0% |
| All | +1,249.7% | +18,108.6% | -16,858.9% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling