+17,983.8%
ISRG vs EME
+13,554.0%
+4,429.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.5% |
| 7D | -1.6% | +1.9% | -3.5% | -2.3% |
| 30D | -2.3% | -8.3% | +6.0% | +0.8% |
| 3M | -12.4% | -10.7% | -1.7% | -10.3% |
| 6M | -26.8% | +1.9% | -28.7% | -29.4% |
| YTD | -35.3% | +23.5% | -58.7% | -42.5% |
| 1Y | -19.3% | +18.0% | -37.3% | -28.4% |
| 3Y | +18.1% | +236.1% | -218.0% | -34.3% |
| 5Y | +2.6% | +527.9% | -525.2% | -56.6% |
| 10Y | +379.4% | +1,252.8% | -873.3% | +37.8% |
| All | +17,983.8% | +13,554.0% | +4,429.8% | +1,691.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling