+550.7%
ISRG vs EW
+242.2%
+308.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.2% |
| 7D | -6.8% | +6.5% | -13.2% | -10.3% |
| 30D | +5.1% | +22.5% | -17.4% | -6.9% |
| 3M | +12.0% | +13.0% | -0.9% | +4.1% |
| 6M | +7.0% | +37.1% | -30.1% | -11.3% |
| YTD | -20.6% | +24.1% | -44.7% | -30.6% |
| 1Y | -21.4% | +24.2% | -45.7% | -31.4% |
| 3Y | +62.0% | +64.8% | -2.8% | +8.3% |
| 5Y | +28.1% | -7.4% | +35.6% | +25.4% |
| 10Y | +550.7% | +248.8% | +301.9% | +229.5% |
| All | +550.7% | +242.2% | +308.5% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling