-24.4%
ISRG vs EWJ
+26.8%
-51.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -5.0% | +1.0% | -6.0% | -5.3% |
| 30D | -10.2% | +1.0% | -11.2% | -10.5% |
| 3M | -17.2% | +7.2% | -24.4% | -19.5% |
| 6M | -28.4% | +13.9% | -42.3% | -32.2% |
| YTD | -37.6% | +20.8% | -58.4% | -42.5% |
| 1Y | -24.4% | +26.4% | -50.8% | -32.0% |
| All | -24.4% | +26.8% | -51.2% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling