-21.9%
ISRG vs ETR
+17.8%
-39.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.1% | +2.6% | -0.5% | +2.1% |
| 30D | +6.2% | +8.7% | -2.5% | +6.6% |
| 3M | +14.4% | +6.4% | +8.0% | +14.7% |
| 6M | 0.0% | +0.7% | -0.7% | +0.3% |
| YTD | -20.5% | +23.0% | -43.6% | -21.1% |
| 1Y | -21.9% | +17.9% | -39.8% | -21.8% |
| All | -21.9% | +17.8% | -39.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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