-1.0%
ISRG vs ET
+242.4%
-243.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.8% |
| 6M | -28.4% | +20.6% | -49.0% | -33.7% |
| YTD | -37.6% | +38.5% | -76.2% | -45.5% |
| 1Y | -24.4% | +35.7% | -60.2% | -33.6% |
| 3Y | +18.4% | +98.4% | -79.9% | -10.1% |
| 5Y | -1.0% | +245.3% | -246.3% | -34.7% |
| All | -1.0% | +242.4% | -243.3% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling