+63.3%
ISRG vs EMR
+85.7%
-22.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.8% | -1.6% | +6.4% | +5.5% |
| 30D | +9.2% | +2.0% | +7.3% | +8.5% |
| 3M | +21.2% | +3.8% | +17.3% | +19.4% |
| 6M | +0.2% | +10.5% | -10.3% | -3.8% |
| YTD | -20.1% | +23.7% | -43.8% | -27.5% |
| 1Y | -17.3% | +25.4% | -42.7% | -25.6% |
| 3Y | +63.3% | +86.6% | -23.2% | +28.1% |
| All | +63.3% | +85.7% | -22.4% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling