-10.5%
ISRG vs EWT
+54.0%
-64.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.2% | +10.6% | +9.5% |
| 7D | +8.5% | -10.9% | +19.4% | +10.1% |
| 30D | +18.6% | -17.7% | +36.3% | +21.8% |
| 3M | +30.9% | -5.0% | +35.9% | +31.1% |
| 6M | +6.6% | +7.4% | -0.8% | +0.8% |
| YTD | -14.9% | +52.8% | -67.7% | -29.3% |
| 1Y | -10.5% | +55.2% | -65.7% | -26.1% |
| All | -10.5% | +54.0% | -64.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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