+22,093.8%
ISRG vs EME
+11,591.0%
+10,502.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.8% |
| 7D | +2.1% | -8.8% | +10.9% | +5.0% |
| 30D | +6.2% | -18.2% | +24.4% | +13.4% |
| 3M | +14.4% | -20.2% | +34.6% | +22.6% |
| 6M | 0.0% | -29.9% | +29.9% | +10.6% |
| YTD | -20.5% | +5.7% | -26.3% | -26.3% |
| 1Y | -21.9% | -1.5% | -20.4% | -25.7% |
| 3Y | +62.2% | +208.4% | -146.3% | -8.1% |
| 5Y | +25.2% | +401.9% | -376.7% | -42.9% |
| 10Y | +537.3% | +914.2% | -376.9% | +103.1% |
| All | +22,093.8% | +11,591.0% | +10,502.7% | +2,198.6% |
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