-19.9%
ISRG vs ETN
+15.1%
-34.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | -2.5% | +3.0% | -5.6% | -2.5% |
| 30D | -10.2% | -10.9% | +0.8% | -10.3% |
| 3M | -12.5% | +9.2% | -21.8% | -12.7% |
| 6M | -25.8% | +13.9% | -39.7% | -26.9% |
| YTD | -36.4% | +29.5% | -65.9% | -38.1% |
| 1Y | -19.9% | +14.2% | -34.1% | -21.6% |
| All | -19.9% | +15.1% | -34.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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