+533.8%
ISRG vs EME
+910.4%
-376.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -6.1% | +11.3% | -17.4% | -9.4% |
| 30D | +4.2% | -14.6% | +18.8% | +8.8% |
| 3M | +9.6% | -20.4% | +30.1% | +16.5% |
| 6M | +1.9% | -28.3% | +30.1% | +10.8% |
| YTD | -22.3% | +8.6% | -30.9% | -28.4% |
| 1Y | -23.2% | +3.2% | -26.4% | -28.0% |
| 3Y | +58.5% | +216.8% | -158.2% | -11.2% |
| 5Y | +23.9% | +417.5% | -393.5% | -44.9% |
| All | +533.8% | +910.4% | -376.5% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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