+22,093.8%
ISRG vs EW
+6,692.5%
+15,401.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +2.1% | +9.3% | -7.2% | -1.3% |
| 30D | +6.2% | +22.1% | -15.9% | -1.8% |
| 3M | +14.4% | +13.0% | +1.4% | +9.1% |
| 6M | 0.0% | +30.1% | -30.1% | -9.6% |
| YTD | -20.5% | +22.0% | -42.5% | -26.6% |
| 1Y | -21.9% | +23.7% | -45.6% | -28.2% |
| 3Y | +62.2% | +62.0% | +0.2% | +28.9% |
| 5Y | +25.2% | -12.4% | +37.6% | +26.3% |
| 10Y | +537.3% | +236.1% | +301.3% | +320.4% |
| All | +22,093.8% | +6,692.5% | +15,401.3% | +5,359.2% |
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