+533.8%
ISRG vs EMB
+36.8%
+497.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.0% |
| 7D | -6.1% | -0.7% | -5.4% | -5.2% |
| 30D | +4.2% | +0.5% | +3.7% | +3.6% |
| 3M | +9.6% | -2.5% | +12.1% | +13.6% |
| 6M | +1.9% | -2.0% | +3.9% | +4.9% |
| YTD | -22.3% | -0.9% | -21.5% | -21.2% |
| 1Y | -23.2% | -0.3% | -22.8% | -22.6% |
| 3Y | +58.5% | +29.2% | +29.3% | +13.0% |
| 5Y | +23.9% | +7.4% | +16.5% | +14.9% |
| All | +533.8% | +36.8% | +497.1% | +392.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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