+57.0%
ISRG vs ETN
+65.2%
-8.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -2.0% | +3.6% | -5.6% | -2.7% |
| 30D | +5.6% | -13.4% | +19.0% | +8.2% |
| 3M | +10.5% | -21.9% | +32.4% | +15.9% |
| 6M | +2.6% | -12.8% | +15.4% | +3.0% |
| YTD | -21.7% | +12.1% | -33.8% | -29.8% |
| 1Y | -21.6% | +0.8% | -22.4% | -26.7% |
| 3Y | +57.0% | +64.5% | -7.4% | +3.0% |
| All | +57.0% | +65.2% | -8.2% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling