-23.2%
ISRG vs ET
+24.8%
-48.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.2% |
| 7D | -6.1% | +3.0% | -9.2% | -5.1% |
| 30D | +4.2% | -3.5% | +7.7% | +3.4% |
| 3M | +9.6% | -5.6% | +15.2% | +8.2% |
| 6M | +1.9% | +0.5% | +1.3% | +1.6% |
| YTD | -22.3% | +26.3% | -48.7% | -15.0% |
| 1Y | -23.2% | +25.7% | -48.8% | -16.2% |
| All | -23.2% | +24.8% | -48.0% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling