+25.5%
ISRG vs EMR
+87.8%
-62.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +2.8% | -4.9% | -3.3% |
| 30D | +5.6% | +3.7% | +1.9% | +3.8% |
| 3M | +10.5% | +2.0% | +8.5% | +9.3% |
| 6M | +2.6% | +22.1% | -19.5% | -7.4% |
| YTD | -21.7% | +27.2% | -48.9% | -32.0% |
| 1Y | -21.6% | +32.0% | -53.6% | -33.4% |
| 3Y | +57.0% | +103.3% | -46.2% | -0.8% |
| All | +25.5% | +87.8% | -62.3% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling