-19.3%
ISRG vs EWT
+99.0%
-118.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -1.6% | +4.0% | -5.6% | -2.2% |
| 30D | -2.3% | +10.3% | -12.6% | -4.0% |
| 3M | -12.4% | +6.1% | -18.5% | -13.7% |
| 6M | -26.8% | +56.6% | -83.5% | -37.4% |
| YTD | -35.3% | +76.6% | -111.8% | -46.4% |
| 1Y | -19.3% | +97.9% | -117.2% | -34.5% |
| All | -19.3% | +99.0% | -118.3% | -34.5% |
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