+23.9%
ISRG vs ETR
+152.2%
-128.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +9.2% | +7.5% | +1.7% | +7.1% |
| 3M | +21.2% | +4.4% | +16.7% | +19.6% |
| 6M | +0.2% | -1.5% | +1.8% | +0.5% |
| YTD | -20.1% | +21.8% | -41.8% | -25.6% |
| 1Y | -17.3% | +18.4% | -35.7% | -22.3% |
| 3Y | +63.3% | +148.5% | -85.2% | +16.3% |
| All | +23.9% | +152.2% | -128.3% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling