-21.4%
ISRG vs EMB
+0.7%
-22.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.3% |
| 7D | -6.8% | -0.4% | -6.4% | -6.1% |
| 30D | +5.1% | +1.5% | +3.6% | +3.0% |
| 3M | +12.0% | -1.6% | +13.6% | +15.0% |
| 6M | +7.0% | -1.5% | +8.5% | +9.7% |
| YTD | -20.6% | -0.1% | -20.6% | -19.6% |
| 1Y | -21.4% | +0.5% | -22.0% | -21.8% |
| All | -21.4% | +0.7% | -22.2% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling