-3.0%
ISRG vs EWJ
+51.7%
-54.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -5.2% | +2.9% | -8.0% | -7.2% |
| 30D | -7.6% | +1.1% | -8.7% | -8.4% |
| 3M | -16.4% | +7.1% | -23.5% | -21.3% |
| 6M | -28.6% | +16.2% | -44.7% | -37.5% |
| YTD | -38.2% | +22.0% | -60.2% | -48.6% |
| 1Y | -25.5% | +26.2% | -51.7% | -40.1% |
| 3Y | +17.4% | +73.5% | -56.0% | -32.7% |
| 5Y | -3.0% | +52.7% | -55.7% | -40.0% |
| All | -3.0% | +51.7% | -54.7% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling