-3.0%
ISRG vs EME
+565.5%
-568.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -5.2% |
| 7D | -5.2% | +5.2% | -10.3% | -6.6% |
| 30D | -7.6% | -5.4% | -2.2% | -6.3% |
| 3M | -16.4% | -6.1% | -10.3% | -15.7% |
| 6M | -28.6% | +9.7% | -38.2% | -32.2% |
| YTD | -38.2% | +26.6% | -64.8% | -44.7% |
| 1Y | -25.5% | +24.6% | -50.1% | -34.4% |
| 3Y | +17.4% | +249.6% | -232.2% | -37.2% |
| 5Y | -3.0% | +556.6% | -559.5% | -65.3% |
| All | -3.0% | +565.5% | -568.5% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling