-19.3%
ISRG vs EEM
+41.0%
-60.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.2% |
| 7D | -1.6% | +2.3% | -3.9% | -2.1% |
| 30D | -2.3% | +4.5% | -6.8% | -3.2% |
| 3M | -12.4% | -0.1% | -12.4% | -12.6% |
| 6M | -26.8% | +16.9% | -43.8% | -32.4% |
| YTD | -35.3% | +26.2% | -61.5% | -42.8% |
| 1Y | -19.3% | +40.5% | -59.8% | -31.5% |
| All | -19.3% | +41.0% | -60.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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