+17,983.8%
ISRG vs EMR
+977.3%
+17,006.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.8% |
| 7D | -1.6% | -1.5% | -0.1% | -0.8% |
| 30D | -2.3% | -5.6% | +3.4% | +0.7% |
| 3M | -12.4% | +7.9% | -20.4% | -16.6% |
| 6M | -26.8% | +6.0% | -32.9% | -30.2% |
| YTD | -35.3% | +16.4% | -51.7% | -41.8% |
| 1Y | -19.3% | +16.6% | -35.9% | -28.0% |
| 3Y | +18.1% | +62.9% | -44.7% | -14.7% |
| 5Y | +2.6% | +60.1% | -57.5% | -25.9% |
| 10Y | +379.4% | +268.7% | +110.7% | +102.9% |
| All | +17,983.8% | +977.3% | +17,006.6% | +4,164.5% |
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