+539.2%
ISRG vs EWT
+448.9%
+90.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.0% | +9.1% | -11.2% | -7.5% |
| 30D | +5.6% | -12.2% | +17.8% | +13.1% |
| 3M | +10.5% | -9.4% | +20.0% | +15.4% |
| 6M | +2.6% | +2.7% | 0.0% | -4.5% |
| YTD | -21.7% | +53.3% | -75.0% | -46.8% |
| 1Y | -21.6% | +59.2% | -80.7% | -48.4% |
| 3Y | +57.0% | +157.1% | -100.1% | -32.8% |
| 5Y | +25.0% | +119.6% | -94.6% | -38.7% |
| All | +539.2% | +448.9% | +90.2% | +63.0% |
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