+22,068.6%
ISRG vs ETR
+1,875.3%
+20,193.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.8% | +0.1% | -6.8% | -6.8% |
| 30D | +5.1% | +7.7% | -2.6% | +2.2% |
| 3M | +12.0% | +5.7% | +6.3% | +9.5% |
| 6M | +7.0% | -0.3% | +7.3% | +6.8% |
| YTD | -20.6% | +23.4% | -44.0% | -27.7% |
| 1Y | -21.4% | +18.5% | -39.9% | -27.3% |
| 3Y | +62.0% | +155.6% | -93.6% | +7.9% |
| 5Y | +28.1% | +158.7% | -130.5% | -16.0% |
| 10Y | +550.7% | +377.8% | +172.9% | +232.5% |
| All | +22,068.6% | +1,875.3% | +20,193.3% | +10,848.3% |
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