+22,229.9%
ISRG vs EW
+6,570.4%
+15,659.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.9% |
| 7D | +4.8% | +11.0% | -6.2% | +0.6% |
| 30D | +9.2% | +19.1% | -9.8% | +2.0% |
| 3M | +21.2% | +14.4% | +6.8% | +15.0% |
| 6M | +0.2% | +22.8% | -22.5% | -7.4% |
| YTD | -20.1% | +19.8% | -39.9% | -25.6% |
| 1Y | -17.3% | +23.9% | -41.2% | -24.1% |
| 3Y | +63.3% | +52.2% | +11.1% | +33.0% |
| 5Y | +24.1% | -13.9% | +38.0% | +26.0% |
| 10Y | +507.0% | +241.9% | +265.1% | +299.1% |
| All | +22,229.9% | +6,570.4% | +15,659.5% | +5,432.0% |
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