+22,068.6%
ISRG vs EWJ
+147.7%
+21,920.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.4% |
| 7D | -6.8% | -1.9% | -4.9% | -5.7% |
| 30D | +5.1% | -5.3% | +10.5% | +8.9% |
| 3M | +12.0% | -4.3% | +16.4% | +15.0% |
| 6M | +7.0% | +0.4% | +6.6% | +5.7% |
| YTD | -20.6% | +14.7% | -35.3% | -28.8% |
| 1Y | -21.4% | +14.7% | -36.2% | -29.6% |
| 3Y | +62.0% | +66.2% | -4.2% | +12.2% |
| 5Y | +28.1% | +50.2% | -22.0% | -4.4% |
| 10Y | +550.7% | +127.1% | +423.6% | +282.6% |
| All | +22,068.6% | +147.7% | +21,920.9% | +9,408.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling