+63.3%
ISRG vs EMB
+28.2%
+35.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +4.8% | -0.1% | +4.9% | +5.1% |
| 30D | +9.2% | +1.3% | +7.9% | +7.1% |
| 3M | +21.2% | -2.7% | +23.9% | +26.8% |
| 6M | +0.2% | -2.8% | +3.1% | +5.1% |
| YTD | -20.1% | -1.1% | -18.9% | -18.4% |
| 1Y | -17.3% | 0.0% | -17.3% | -17.1% |
| 3Y | +63.3% | +28.8% | +34.5% | +16.2% |
| All | +63.3% | +28.2% | +35.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling