+59.1%
ISRG vs EW
+60.7%
-1.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | -6.8% | +6.5% | -13.2% | -9.1% |
| 30D | +5.1% | +22.5% | -17.4% | -2.9% |
| 3M | +12.0% | +13.0% | -0.9% | +6.7% |
| 6M | +7.0% | +37.1% | -30.1% | -4.8% |
| YTD | -20.6% | +24.1% | -44.7% | -27.0% |
| 1Y | -21.4% | +24.2% | -45.7% | -27.8% |
| All | +59.1% | +60.7% | -1.6% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling