-3.0%
ISRG vs EEM
+45.8%
-48.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -5.2% | +3.1% | -8.3% | -7.0% |
| 30D | -7.6% | +4.9% | -12.4% | -10.5% |
| 3M | -16.4% | +5.2% | -21.6% | -20.1% |
| 6M | -28.6% | +20.7% | -49.3% | -39.6% |
| YTD | -38.2% | +26.5% | -64.6% | -50.0% |
| 1Y | -25.5% | +37.8% | -63.3% | -44.1% |
| 3Y | +17.4% | +91.0% | -73.6% | -34.4% |
| 5Y | -3.0% | +47.0% | -50.0% | -33.0% |
| All | -3.0% | +45.8% | -48.7% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling