+370.1%
ISRG vs EWT
+510.6%
-140.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -5.0% | +2.1% | -7.1% | -6.3% |
| 30D | -10.2% | +9.4% | -19.6% | -15.5% |
| 3M | -17.2% | +10.9% | -28.1% | -24.1% |
| 6M | -28.4% | +57.9% | -86.4% | -50.5% |
| YTD | -37.6% | +75.9% | -113.5% | -60.5% |
| 1Y | -24.4% | +89.7% | -114.1% | -55.1% |
| 3Y | +18.4% | +200.9% | -182.4% | -53.4% |
| 5Y | -1.0% | +154.5% | -155.5% | -55.0% |
| 10Y | +370.1% | +520.8% | -150.6% | +5.5% |
| All | +370.1% | +510.6% | -140.5% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling