+17.4%
ISRG vs EWJ
+73.3%
-55.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -5.2% | +2.9% | -8.0% | -6.8% |
| 30D | -7.6% | +1.1% | -8.7% | -8.2% |
| 3M | -16.4% | +7.1% | -23.5% | -20.2% |
| 6M | -28.6% | +16.2% | -44.7% | -35.7% |
| YTD | -38.2% | +22.0% | -60.2% | -46.6% |
| 1Y | -25.5% | +26.2% | -51.7% | -37.5% |
| 3Y | +17.4% | +73.5% | -56.0% | -27.6% |
| All | +17.4% | +73.3% | -55.9% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling