+22,229.9%
ISRG vs EMR
+1,044.4%
+21,185.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +4.8% | -1.6% | +6.4% | +5.8% |
| 30D | +9.2% | +2.0% | +7.3% | +8.1% |
| 3M | +21.2% | +3.8% | +17.3% | +18.4% |
| 6M | +0.2% | +10.5% | -10.3% | -6.0% |
| YTD | -20.1% | +23.7% | -43.8% | -30.6% |
| 1Y | -17.3% | +25.4% | -42.7% | -28.9% |
| 3Y | +63.3% | +86.6% | -23.2% | +9.3% |
| 5Y | +24.1% | +83.0% | -58.9% | -16.7% |
| 10Y | +507.0% | +319.5% | +187.5% | +139.2% |
| All | +22,229.9% | +1,044.4% | +21,185.4% | +4,987.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling