+22,093.8%
ISRG vs ETR
+1,870.4%
+20,223.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.1% | +2.6% | -0.5% | +1.2% |
| 30D | +6.2% | +8.7% | -2.5% | +2.8% |
| 3M | +14.4% | +6.4% | +8.0% | +11.5% |
| 6M | 0.0% | +0.7% | -0.7% | -0.7% |
| YTD | -20.5% | +23.0% | -43.6% | -27.6% |
| 1Y | -21.9% | +17.9% | -39.8% | -27.6% |
| 3Y | +62.2% | +154.9% | -92.7% | +8.1% |
| 5Y | +25.2% | +157.3% | -132.1% | -17.7% |
| 10Y | +537.3% | +373.4% | +164.0% | +226.9% |
| All | +22,093.8% | +1,870.4% | +20,223.3% | +10,871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling