+16.8%
ISRG vs ET
+97.4%
-80.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -5.0% | +0.6% | -5.7% | -5.2% |
| 30D | -10.2% | +5.3% | -15.5% | -12.0% |
| 3M | -17.2% | +15.6% | -32.8% | -21.9% |
| 6M | -28.4% | +20.6% | -49.0% | -33.9% |
| YTD | -37.6% | +38.5% | -76.2% | -46.1% |
| 1Y | -24.4% | +35.7% | -60.2% | -34.2% |
| All | +16.8% | +97.4% | -80.5% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling