+954.6%
ISRG vs EMB
+132.1%
+822.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.3% | -0.3% | -2.0% | -2.0% |
| 3M | -12.4% | -0.4% | -12.0% | -12.0% |
| 6M | -26.8% | +0.1% | -27.0% | -26.8% |
| YTD | -35.3% | +1.6% | -36.8% | -36.1% |
| 1Y | -19.3% | +5.6% | -24.9% | -23.2% |
| 3Y | +18.1% | +29.8% | -11.7% | -6.1% |
| 5Y | +2.6% | +7.3% | -4.6% | -3.9% |
| 10Y | +379.4% | +30.4% | +349.0% | +296.8% |
| All | +954.6% | +132.1% | +822.4% | +631.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling