+539.2%
ISRG vs ET
+160.8%
+378.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.0% | +2.5% | -4.6% | -2.7% |
| 30D | +5.6% | -2.5% | +8.0% | +6.0% |
| 3M | +10.5% | -4.9% | +15.4% | +11.7% |
| 6M | +2.6% | -0.1% | +2.7% | +2.1% |
| YTD | -21.7% | +26.2% | -47.9% | -27.3% |
| 1Y | -21.6% | +25.2% | -46.7% | -27.1% |
| 3Y | +57.0% | +84.2% | -27.2% | +31.0% |
| 5Y | +25.0% | +216.1% | -191.1% | -9.6% |
| All | +539.2% | +160.8% | +378.4% | +359.9% |
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