+539.2%
ISRG vs EWJ
+126.4%
+412.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -2.0% | +4.0% | -6.0% | -5.5% |
| 30D | +5.6% | -4.3% | +9.8% | +9.6% |
| 3M | +10.5% | -6.8% | +17.4% | +17.3% |
| 6M | +2.6% | -0.9% | +3.5% | +1.8% |
| YTD | -21.7% | +14.3% | -35.9% | -33.4% |
| 1Y | -21.6% | +15.3% | -36.9% | -34.0% |
| 3Y | +57.0% | +65.6% | -8.6% | -12.5% |
| 5Y | +25.0% | +47.5% | -22.5% | -20.9% |
| All | +539.2% | +126.4% | +412.8% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling