+17,983.8%
ISRG vs EW
+5,771.0%
+12,212.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | -0.3% | -1.2% | -1.4% |
| 30D | -2.3% | +1.0% | -3.3% | -2.6% |
| 3M | -12.4% | +2.8% | -15.2% | -13.2% |
| 6M | -26.8% | +5.5% | -32.3% | -28.3% |
| YTD | -35.3% | +5.5% | -40.7% | -36.6% |
| 1Y | -19.3% | +11.0% | -30.4% | -22.7% |
| 3Y | +18.1% | +17.7% | +0.4% | +6.4% |
| 5Y | +2.6% | -25.7% | +28.4% | +10.5% |
| 10Y | +379.4% | +132.8% | +246.6% | +254.5% |
| All | +17,983.8% | +5,771.0% | +12,212.8% | +4,611.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling