+23.9%
ISRG vs EW
-14.5%
+38.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -4.1% |
| 7D | +4.8% | +11.0% | -6.2% | -0.9% |
| 30D | +9.2% | +19.1% | -9.8% | -0.5% |
| 3M | +21.2% | +14.4% | +6.8% | +12.8% |
| 6M | +0.2% | +22.8% | -22.5% | -10.0% |
| YTD | -20.1% | +19.8% | -39.9% | -27.6% |
| 1Y | -17.3% | +23.9% | -41.2% | -26.5% |
| 3Y | +63.3% | +52.2% | +11.1% | +17.0% |
| All | +23.9% | -14.5% | +38.4% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling