+17,983.8%
ISRG vs EWJ
+164.2%
+17,819.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | -1.6% | +2.5% | -4.1% | -3.2% |
| 30D | -2.3% | +3.3% | -5.5% | -4.5% |
| 3M | -12.4% | +5.0% | -17.4% | -15.8% |
| 6M | -26.8% | +11.5% | -38.4% | -32.6% |
| YTD | -35.3% | +22.4% | -57.6% | -44.2% |
| 1Y | -19.3% | +30.2% | -49.5% | -33.5% |
| 3Y | +18.1% | +72.8% | -54.7% | -20.1% |
| 5Y | +2.6% | +54.1% | -51.5% | -24.6% |
| 10Y | +379.4% | +140.6% | +238.8% | +171.8% |
| All | +17,983.8% | +164.2% | +17,819.6% | +7,349.2% |
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