+2,777.6%
ISRG vs ET
+1,435.0%
+1,342.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | -2.3% | +7.5% | -9.7% | -3.9% |
| 3M | -12.4% | +11.4% | -23.9% | -14.8% |
| 6M | -26.8% | +18.5% | -45.4% | -29.9% |
| YTD | -35.3% | +37.4% | -72.6% | -40.2% |
| 1Y | -19.3% | +30.9% | -50.3% | -24.7% |
| 3Y | +18.1% | +98.7% | -80.6% | -0.1% |
| 5Y | +2.6% | +230.7% | -228.1% | -23.2% |
| 10Y | +379.4% | +175.6% | +203.9% | +247.1% |
| All | +2,777.6% | +1,435.0% | +1,342.6% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling