+370.1%
ISRG vs EME
+1,266.0%
-895.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.7% |
| 7D | -5.0% | +2.7% | -7.7% | -5.9% |
| 30D | -10.2% | -6.8% | -3.4% | -8.3% |
| 3M | -17.2% | -8.8% | -8.4% | -15.9% |
| 6M | -28.4% | +5.0% | -33.4% | -31.4% |
| YTD | -37.6% | +23.5% | -61.1% | -44.1% |
| 1Y | -24.4% | +21.3% | -45.8% | -33.1% |
| 3Y | +18.4% | +241.1% | -222.6% | -33.5% |
| 5Y | -1.0% | +549.2% | -550.1% | -58.2% |
| 10Y | +370.1% | +1,306.4% | -936.3% | +49.4% |
| All | +370.1% | +1,266.0% | -895.8% | +49.4% |
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