+370.1%
ISRG vs EEM
+128.0%
+242.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -5.0% | +2.0% | -7.0% | -6.5% |
| 30D | -10.2% | +5.1% | -15.3% | -13.7% |
| 3M | -17.2% | +4.6% | -21.8% | -21.2% |
| 6M | -28.4% | +17.8% | -46.2% | -39.1% |
| YTD | -37.6% | +25.8% | -63.4% | -50.1% |
| 1Y | -24.4% | +36.4% | -60.8% | -43.6% |
| 3Y | +18.4% | +90.0% | -71.5% | -34.0% |
| 5Y | -1.0% | +46.6% | -47.5% | -31.3% |
| 10Y | +370.1% | +132.3% | +237.9% | +134.8% |
| All | +370.1% | +128.0% | +242.2% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling