+25.2%
ISRG vs EME
+398.3%
-373.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -2.0% |
| 7D | +2.1% | -8.8% | +10.9% | +4.1% |
| 30D | +6.2% | -18.2% | +24.4% | +11.3% |
| 3M | +14.4% | -20.2% | +34.6% | +20.3% |
| 6M | 0.0% | -29.9% | +29.9% | +8.6% |
| YTD | -20.5% | +5.7% | -26.3% | -26.2% |
| 1Y | -21.9% | -1.5% | -20.4% | -25.7% |
| 3Y | +62.2% | +208.4% | -146.3% | -14.7% |
| 5Y | +25.2% | +401.9% | -376.7% | -54.5% |
| All | +25.2% | +398.3% | -373.1% | -54.5% |
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