+3,351.9%
ISRG vs ET
+1,311.7%
+2,040.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -6.1% | +3.0% | -9.2% | -6.8% |
| 30D | +4.2% | -3.5% | +7.7% | +4.9% |
| 3M | +9.6% | -5.6% | +15.2% | +10.8% |
| 6M | +1.9% | +0.5% | +1.3% | +1.3% |
| YTD | -22.3% | +26.3% | -48.7% | -27.0% |
| 1Y | -23.2% | +25.7% | -48.8% | -27.7% |
| 3Y | +58.5% | +85.1% | -26.6% | +36.1% |
| 5Y | +23.9% | +216.4% | -192.5% | -6.1% |
| 10Y | +536.7% | +160.9% | +375.8% | +368.8% |
| All | +3,351.9% | +1,311.7% | +2,040.2% | +506.3% |
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