-24.4%
ISRG vs EWT
+90.7%
-115.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -5.0% | +2.1% | -7.1% | -5.3% |
| 30D | -10.2% | +9.4% | -19.6% | -11.6% |
| 3M | -17.2% | +10.9% | -28.1% | -19.1% |
| 6M | -28.4% | +57.9% | -86.4% | -38.8% |
| YTD | -37.6% | +75.9% | -113.5% | -48.1% |
| 1Y | -24.4% | +89.7% | -114.1% | -37.5% |
| All | -24.4% | +90.7% | -115.1% | -37.5% |
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