+386.2%
ISRG vs ET
+177.0%
+209.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +0.7% | +0.2% | +0.4% | +0.6% |
| 30D | -8.0% | +2.9% | -10.9% | -8.7% |
| 3M | -10.6% | +16.8% | -27.4% | -14.3% |
| 6M | -25.1% | +18.9% | -44.0% | -28.7% |
| YTD | -34.8% | +37.7% | -72.5% | -40.4% |
| 1Y | -19.0% | +32.4% | -51.5% | -25.3% |
| 3Y | +22.1% | +99.5% | -77.4% | +1.3% |
| 5Y | +8.2% | +244.0% | -235.8% | -21.7% |
| All | +386.2% | +177.0% | +209.2% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling