+16.8%
ISRG vs ETN
+82.3%
-65.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -5.0% | +6.2% | -11.2% | -6.6% |
| 30D | -10.2% | -6.7% | -3.5% | -8.7% |
| 3M | -17.2% | +3.6% | -20.8% | -19.0% |
| 6M | -28.4% | +18.3% | -46.7% | -34.2% |
| YTD | -37.6% | +31.5% | -69.1% | -45.4% |
| 1Y | -24.4% | +20.6% | -45.0% | -32.1% |
| All | +16.8% | +82.3% | -65.5% | -16.9% |
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